This paper compares the accuracy of three hybrid intelligent systems in forecasting ten international stock market indices; namely the CAC40, DAX, FTSE, Hang Seng, KOSPI, NASDAQ, NIKKEI, S&P500, Taiwan stock market price index, and the Canadian TSE. In particular, genetic algorithms (GA) are used to optimize the topology and parameters of the adaptive time delay neural networks (ATNN) and the t...

We investigate the dynamic relationship between global oil prices, stock market, and gas (FTSE-OG) returns in UK through a structural vector autoregressive (VAR) framework during COVID-19 pandemic. The VAR results suggest that impact of shocks related to price on FTSE-OG index becomes less important loses its explanatory power However, market increase their variations returns.

Modelling Realized Variance when Returns are Serially Correlated by Roel C. A. Oomen* This article examines the impact of serial correlation in high frequency returns on the realized variance measure. In particular, it is shown that the realized variance measure yields a biased estimate of the conditional return variance when returns are serially correlated. Using 10 years of FTSE-100 minute by...

A fractional generalization of the Floquet theorem is suggested for Schr\"odinger equations (FTSE)s with time-dependent periodic Hamiltonians. The obtained result, called (fFT), formulated in form Mittag-Leffler function, which considered as eigenfunction Caputo derivative. formula makes it possible to reduce FTSE standard quantum mechanics Hamiltonian, where valid. Two examples related resonan...

The aim of the study is to investigate a number of characteristics of Corporate Social Responsibility (CSR) indicators that should be adopted by CSR assessment methodologies. For the purpose of this paper, a survey among the Greek companies that belong to FTSE 20 in Athens Exchange (FTSE/Athex-20) has been conducted, as these companies are expected to pioneer in the field of CSR. The results sh...

In this paper, the concept of long memory systems for forecasting is developed. The Pattern Modelling and Recognition System (PMRS) and Fuzzy Single Nearest Neighbour (SNN) methods are introduced as local approximation tools for forecasting. Such systems are used for matching current state of the time-series with past states to make a forecast. In the past, the PMRS system has been successfully...

This study aims at filling existing research by examining the effect of board composition specially diversity on firm performance using cross-sectional data from London Stock Exchange (FTSE 350) non-financial companies with a total observations 3961 for years 2000–2016. To best our knowledge, contribution this paper is to examine (age, gender, education, and nationality) FTSE 100 250 performanc...