نتایج جستجو برای: Stock market forecasting

تعداد نتایج: 291012  

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

Journal: :پژوهش های مدیریت در ایران 0
عادل آذر دانشیار رشته مدیریت، دانشگاه تربیت مدرس، تهران، ایران امیر افسر مربی مدیریت، دانشگاه قم، قم، ایران پرویز احمدی استادیار مدیریت، دانشگاه تربیت مدرس، تهران، ایران

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...

2001
Ajith Abraham Baikunth Nath Prabhat Kumar Mahanti

The use of intelligent systems for stock market predictions has been widely established. This paper deals with the application of hybridized soft computing techniques for automated stock market forecasting and trend analysis. We make use of a neural network for one day ahead stock forecasting and a neuro-fuzzy system for analyzing the trend of the predicted stock values. To demonstrate the prop...

Journal: :Appl. Soft Comput. 2013
Liang-Ying Wei

Stock market forecasting is important and interesting, because the successful prediction of stock prices may promise attractive benefits. The economy of Taiwan relies on international trade deeply, and the fluctuations of international stock markets will impact Taiwan stock market. For this reason, it is a practical way to use the fluctuations of other stock markets as forecasting factors for f...

2010
Kunwar Singh Vaisla

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 ...

2003
Elke Eberts

This paper uses an empirical connection between real stock market indices of Germany and the USA for forecasting corresponding returns. We are starting from the random walk as the traditional forecasting model in stock market applications, extending it by co-integration. Since the cointegrating relation considers information about a systematic link between the stock market indices, containing a...

2010
Esmaeil Hadavandi Arash Ghanbari Salman Abbasian-Naghneh

The past few years have witnessed a growing rate of attraction in adoption of Artificial Intelligence (AI) techniques and combining them to improve forecasting accuracy in different fields. Besides, stock market forecasting has always been a subject of interest for most investors and professional analysts. Stock market forecasting is a tough problem because of the uncertainties involved in the ...

2011
David Enke Manfred Grauer Nijat Mehdiyev

Stock market forecasting research offers many challenges and opportunities, with the forecasting of individual stocks or indexes focusing on forecasting either the level (value) of future market prices, or the direction of market price movement. A three-stage stock market prediction system is introduced in this article. In the first phase, Multiple Regression Analysis is applied to define the e...

2016
Mohammad Rafiuzzaman

An important financial subject that has attracted researchers' attention for many years is forecasting stock return. Many researchers have contributed in this area of chaotic forecast in their ways. Among them data mining techniques have been successfully shown to generate high forecasting accuracy of stock price movement. Nowadays, instead of a single aspects of stock market, traders need...

2009
Deju Zhang

To counter strong features of disorder and randomness of stock market fluctuation in China, we introduce a Markov process model for the stock market trend forecasting, which is a useful complement for an existing technical analysis. Meanwhile, we expound on the related properties of Markov process and establish Markov chain mathematical model of the stock market trend forecasting, furthermore, ...

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