The Consumer Price Index (CPI) is the most widely used indicator of inflation rate. Then, value CPI in future must be known to basis government's making appropriate and accurate policies. data this study was taken from Central Statistics Agency (BPS) January 2006 - December 2021. has a pattern containing symptoms heteroskedasticity. To overcome heteroskedasticity, author uses GARCH ANN methods ...

Investors collect information from trading market and make investing decision based on collected information, i.e. belief of future trend of security’s price. Therefore, several mainstream trend analysis methodology come into being and develop gradually. However, precise trend predicting has long been a difficult problem because of overwhelming market information. Although traditional time seri...

INTRODUCTION Box Jenkins’ linear autoregressive integrated moving average (ARIMA) methodology is widely used for analyzing time-series data. Beyond ‘linear’ domain, there are many nonlinear forms to be explored. In fact, nonlinear time-series analysis has been one of the major areas of research in Time-series analysis for more than two decades now. These models are generally more appropriate th...

The conditional volatility in the daily spot prices of the crops traded on the South African Futures Exchange (yellow maize, white maize, wheat, sunflower seed and soybeans) is determined. The volatility in the prices of white maize, yellow maize and sunflower seed have been found to vary over time, suggesting the use of the GARCH approach in these cases. Using the GARCH approach, the condition...

Stock market plays a very influential role for the economy of any country. Energy sector is considered as one of the dominating sectors in the stock market. This sector is evidently affected by oil and gas prices and performance of this sector is evaluated by stock returns of the oil & gas companies. Therefore, the study of such stock returns always remains an objective of interest for many fin...

Data Mining is being actively applied to stock market since 1980s. It has been used to predict stock prices, stock indexes, for portfolio management, trend detection and for developing recommender systems. The various algorithms which have been used for the same include ANN, SVM, ARIMA, GARCH etc. Different hybrid models have been developed by combining these algorithms with other algorithms li...