In this paper, we showed a method to forecast the daily stock price using neural networks and the result of the Neural Network forecast is compared with the Statistical forecasting result. Stock price prediction is one of the emerging field in neural network forecasting area. This paper also presents the Neural Networks ability to forecast the daily Stock Market Prices. Stock market prediction ...

A stock market is a non-stationary complex system. The stock interactions are important for understanding the state of the market. However, our knowledge on the stock interactions on the minute timescale is limited. Here we apply the random matrix theory and methods in complex networks to study the stock interactions and sector interactions. Further, we construct a new kind of cross-correlation...

In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many factors such as political events, general economic conditions, and traders' expectations may have an influence on the stock market index. Ther...

The stock market participation rate for U.S. households with assets in both taxable and tax-deferred accounts is increasing with age in taxable accounts and decreasing with age in tax-deferred accounts. This paper asks whether a quantitative life-cycle model of portfolio choice can match these life-cycle patterns of stock market participation. The model incorporates several key features into a ...

Microblogs and social networks have become a valuable resource for mining sentiments in various fields. The sentiments posted on the web have reportedly influenced the trading and investment decisions and activities taking place in the stock exchanges. In this study, we have investigated explored the effects of microblogs on Chinese Stock Market. We have particularly focused on whether measurem...

today, stock investment has become an important mean of national finance. apparently, it is significant for investors to estimate the stock price and select the trading chance accurately in advance, which will bring high return to stockholders. in the past, long-term trading processes and many technical analysis methods for stock market were put forward. however, stock market is a nonlinear sys...

This paper investigates the relationship of the stock market and consumer spending between October, 1990 and April, 2002 in order to determine if the effect of the stock market on consumer spending changed over the course of the most recent market rise and fall (Figure 1). Considering the extreme volatility of the market over the past years, and the rise in the number of consumers invested in t...

We investigate the risk-return relation in international stock markets using realized variance constructed from MSCI (Morgan Stanley Capital International) daily stock price indices. In contrast with the capital asset pricing model, realized variance by itself provides negligible information about future excess stock market returns; however, we uncover a positive and significant risk-return tra...