سعت هذه الدراسة الى امكانية التنبؤ بالمخاطرة لاسهم المؤسسات المدرجة في الاسواق المالية، وقد اجريت عدد من السوق المالية السعودية وشملت عينة (5) مؤسسات مدرجة السعودية، وتم اخذ المشاهدات اليومية لأسعار اغلاق اسهم للمدة (2013-2021). وانطلقت مشكلة يعاني منها اغلب المستثمرين وهي حالة عدم التأكد او القدرة على بمخاطر الاوراق والتي مازالت محل جدل حيث النماذج المستخدمة واساليب التحليل الفني الكثيرة، فضلا...

hydrograph modeling and prediction of groundwater levels are the main concerns of most hydrogeological calculations and water resource management process. the present study is an application of sequential gaussian simulation (sgsim) method for predicting groundwater levels using recorded monthly data (180 months) related to 21 piezometers of behbahan aquifer, southwest of iran. to generate real...

The increasing demand for rice in Ghana has been a major concern to the government and other stakeholders. Recent concerns by the coalition for African Rice Development (CARD) to double rice production within ten years in Sub-Saharan countries have triggered the to implement strategies to boost rice production in the government. To fulfill this requirement, there is a need to monitor and foreca...

In an e€ort to forecast daily maximum ozone concentrations, many researchers have developed daily ozone forecasting models. However, this continuing worldwide environmental problem suggests the need for more accurate models. Development of these models is dicult because the meteorological variables and photochemical reactions involved in ozone formation are complex. In this study, a neural net...

In classical time domain Box-Jenkins identification discrete-time plant and noise models are estimated using sampled input/output signals. The frequency content of the input/output samples covers uniformly the whole unit circle in a natural way, even in case of prefiltering. In Ljung (1999) the time domain Box-Jenkins framework has been extended to frequency domain data captured in open loop on...

Abstract—The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) ...