In order to reduce their stock, to avoid ruptures and to direct their marketing policies, textile companies must improve their supply chain management. This organization requires forecasting systems adapted to the uncertain environment of the textile field. Taking into account also delivery constraints, textile distribution need mean-term forecasting (one season) in order to launch new producti...

in the regulated nakdong river, algal proliferations are annually observed in some seasons, with cyanobacteria (microcystis aeruginosa) appearing in summer and diatom blooms (stephanodiscus hantzschii) in winter. this study aims to develop two ecological models forecasting future chlorophyll a at two time-steps (one-week and one-year forecasts), using recurrent neural networks tuned by genetic...

Prediction of stock market trends has been an area of great interest both to those who wish to profit by trading stocks in the stock market and for researchers attempting to uncover the information hidden in the stock market data. Applications of data mining techniques for stock market prediction, is an area of research which has been receiving a lot of attention recently. This work presents th...

The purpose of resent research is to analysis and compares performance evaluation models of selected investment companies in Tehran Stock Exchange Market in the field of their portfolio management. The duration of research was between years 2009-2014. Statistical society the research is consisting of all active investment companies in in Tehran Stock Exchange Market which were 30 companies. Vol...

Existing studies on stock return forecasting mainly formulate the issue in a numeric analysis framework. Various kinds of time series models and optimization methods are applied. In this paper, we explore a new prediction approach based on the behavior of analysts’ recommendations. By combining each recommendation and stock return, a posterior probability model associated with an analyst’s reco...

In recent years, some researchers used high-order fuzzy time series to deal with forecasting problems. In this paper, we present a new method for forecasting the enrollments of the University of Alabama based on the high-order fuzzy time series. The proposed method uses the socalled “second order differences” of the enrollments of the previous years to determine the trend of the forecasting. Th...

The study develops fuzzy stock prediction system that integrates the novel computer technologies of stepwise regression analysis (SRA), auto-clustering analysis, recursive least-squares (RLS) and particle swarm optimization (PSO) learning schemes. The SRA methodology serves as a data filtering channels to select two primary technical indexes from the training dataset. The selected items are the...

We use daily price indices obtained from the Morgan Stanley Capital International to construct realized volatility for 18 individual stock markets, including the US, and the world stock market. In contrast with the CAPM, we find that volatility by itself does not forecast excess returns in most countries; however, it becomes a significant predictor when combined with the US consumptionwealth ra...