Download or read book Modeling and Forecasting Jakarta Stock Exchange written by Erie Febrian and published by . This book was released on 2008 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: Various techniques have been introduced by earlier academicians, from random walk model to GARCH model with its univariate and multi-variate derivations. The models have proven their strength and weakness in forecast accuracy and mean square error (MSE). On this paper, we try to conduct simulations on forecasting model for capital market. The research is aimed at finding forecast model that fits Jakarta Stock Exchange (JSX) the best. JSX is used as sample, which represents real circumstance of emerging market (microstructure).In general, outlier data is found on JSX return as the consequence of many events causing data shock. We try to compare mean model with volatility model to examine capability of a model in predicting return. Finally, we find that combination of autoregressive (AR) model, and the addition of regime independent variable, which is represented by a dummy variable, is suitable to JSX data return characteristic. This, in turn, can increase the value of R2-adj and be therefore meaningful. At the end, the assessment on the relationship between return and risk reveals that there is positive relationship between market return and the associated volatility.
Download or read book Price Forecasting Models for Jakarta Composite Index JKSE Stock written by Ton Viet Ta and published by . This book was released on 2021-03-10 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: https: //www.dinhxa.com One-Week Free Trial (subject to change) Do you want to earn up to a 659% annual return on your money by two trades per day on Jakarta Composite Index ^JKSE Stock? Reading this book is the only way to have a specific strategy. This book offers you a chance to trade ^JKSE Stock at predicted prices. Eight methods for buying and selling ^JKSE Stock at predicted low/high prices are introduced. These prices are very close to the lowest and highest prices of the stock in a day. All methods are explained in a very easy-to-understand way by using many examples, formulas, figures, and tables. The BIG DATA of the 6275 consecutive trading days (from June 1, 1995 to March 4, 2021) are utilized. The methods do not require any background on mathematics from readers. Furthermore, they are easy to use. Each takes you no more than 30 seconds for calculation to obtain a specific predicted price. The methods are not transient. They cannot be beaten by Mr. Market in several years, even until the stock doubles its current age. They are traits of Mr. Market. The reason is that the author uses the law of large numbers in the probability theory to construct them. In other words, you can use the methods in a long time without worrying about their change. The efficiency of the methods can be checked easily. Just compare the predicted prices with the actual price of the stock while referring to the probabilities of success which are shown clearly in the book (click the LOOK INSIDE button to read more information before buying this book). The book is very useful for Investors who have decided to buy the stock and keep it for a long time (as the strategy of Warren Buffett), or to sell the stock and pay attention to other stocks. The methods will help them to maximize profits for their decision. Day traders who buy and sell the stock many times in a day. Although each method is valid one time per day, the information from the methods will help the traders buy/sell the stock in the second time, third time or more in a day. Beginners to ^JKSE Stock. The book gives an insight about the behavior of the stock. They will surely gain their knowledge of ^JKSE Stock after reading the book. Everyone who wants to know about the U.S. stock market. https: //www.dinhxa.com includes a software (app) for stock price forecasting using the methods in this book. The software gives 114 predictions while this book gives 16. One-Week Free Trial (subject to change)
Download or read book Stock Market Modeling and Forecasting written by Xiaolian Zheng and published by Springer. This book was released on 2013-04-05 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.
Download or read book MICOSS 2020 written by Suraya and published by European Alliance for Innovation. This book was released on 2021-05-06 with total page 675 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mercu Buana International Conference on Social Sciences aims to bring academic scientists, research scholars and practitioners to exchange and share their experiences and research results on all aspects of Social Sciences. It also provides a premier interdisciplinary platform for researchers, educators and practitioners to present and discuss the most recent innovations, trends, and concerns as well as practical challenges encountered and solutions adopted in the fields of Social Science Society 5.0. This international conference event was held on September 28-29, 2020 virtually.
Download or read book Price Forecasting Models for P T Telekomunikasi Indonesia Tbk TLK Stock written by Ton Viet Ta and published by . This book was released on 2020-11-27 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do you want to earn up to a 1803% annual return on your money by two trades per day on P.T. Telekomunikasi Indonesia Tbk TLK Stock? Reading this book is the only way to have a specific strategy. This book offers you a chance to trade TLK Stock at predicted prices. Eight methods for buying and selling TLK Stock at predicted low/high prices are introduced. These prices are very close to the lowest and highest prices of the stock in a day. All methods are explained in a very easy-to-understand way by using many examples, formulas, figures, and tables. The BIG DATA of the 6297 consecutive trading days (from November 14, 1995 to November 25, 2020) are utilized. The methods do not require any background on mathematics from readers. Furthermore, they are easy to use. Each takes you no more than 30 seconds for calculation to obtain a specific predicted price. The methods are not transient. They cannot be beaten by Mr. Market in several years, even until the stock doubles its current age. They are traits of Mr. Market. The reason is that the author uses the law of large numbers in the probability theory to construct them. In other words, you can use the methods in a long time without worrying about their change. The efficiency of the methods can be checked easily. Just compare the predicted prices with the actual price of the stock while referring to the probabilities of success which are shown clearly in the book (click the LOOK INSIDE button to read more information before buying this book). Depending on the number of investors who are interested in this book, the performance of the methods from the publication date will be added to the book after one year, and will be stated here in the description of the book too. You will then see that the methods in this book are outstanding or not. The book is very useful for Investors who have decided to buy the stock and keep it for a long time (as the strategy of Warren Buffett), or to sell the stock and pay attention to other stocks. The methods will help them to maximize profits for their decision. Day traders who buy and sell the stock many times in a day. Although each method is valid one time per day, the information from the methods will help the traders buy/sell the stock in the second time, third time or more in a day. Beginners to TLK Stock. The book gives an insight about the behavior of the stock. They will surely gain their knowledge of TLK Stock after reading the book. Everyone who wants to know about the U.S. stock market.
Download or read book Forecasting Daily Stock Volatility Using GARCH Model written by Sasikanta Tripathy and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling and forecasting the volatility of stock markets has been one of the major topics in financial econometrics in recent years. Based on the daily closing value of 23 years data, an average of 5,605 observations, for both Sensex and Shanghai Stock Exchange Composite Index, this paper makes an attempt to fit appropriate GARCH model to estimate the conditional market volatility for both Bombay Stock Exchange (BSE) and Shanghai Stock Exchange (SSE), respectively. The empirical results demonstrate that there are significant ARCH effects in both the stock markets, and it is appropriate to use the GARCH model to estimate the process.
Download or read book Modeling Decisions for Artificial Intelligence written by Vicenç Torra and published by Springer Nature. This book was released on with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Volatility Modeling and Forecasting for NIFTY Stock Returns written by Gurmeet Singh and published by . This book was released on 2016 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, an attempt has been made to model the volatility of NIFTY index of National Stock Exchange (NSE) and forecast the NIFTY stock returns for short term by using daily data ranging from January, 2000, to December, 2014, which comprises 3736 data points for the analysis by using Box-Jenkins or ARIMA model. The volatility in the Indian stock market exhibits characteristics similar to those found earlier in many of the major developed and emerging stock markets. It is shown that ARCH family models outperform the conventional OLS models. ADF test and unit root testing is done to know the stationarity of the series, later the AR(p) and MA(q) orders are identified with the help of minimum information criterion as suggested by Hannan-Rissanen. As per the analysis, ARIMA (1,0,1) model was found to be the best fit to forecast the volatility of NIFTY stock returns. The model can be used by the investors to forecast the short run NIFTY stock returns and for making more profitable and less risky investments decision.
Download or read book Prediction of International Stock Market Movements Using a Statistical Time Series Analysis Method written by Jehan Shareef and published by . This book was released on 2015-07-24 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book ICEBE 2021 written by Darmawan Napitupulu and published by European Alliance for Innovation. This book was released on 2022-04-20 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: ICEBE is “International Conference of Economics, Business & Entrepreneurship on Global Innovation and Trend in Economy”. The fourth ICEBE 2021 conference was held on October 7, 2021 as a joint collaboration from four distinguished universities in Indonesia, which are Universitas Lampung, Universitas Multimedia Nusantara, Universitas Bhayangkara Raya Jaya and Universitas Malahayati. This conference has brought researchers, scholars and practitioners who were passionate to share their thoughts and research findings on current business management, accounting and economics latest issues. The theme of ICEBE 2021 was “Reshaping Business Strategy Through Technological Innovation from Post Covid-19 Recovery”.
Download or read book Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture ICEDBC 2022 written by Yushi Jiang and published by Springer Nature. This book was released on 2023-05-11 with total page 1906 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. With the support of universities and the research of AEIC Academic Exchange Center, The 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022) will be held in Dali from June 24th to 26th. Compared with previous conferences, it will discuss more in-depth economic independent innovation, open cooperation and innovative business culture under the background of the new development stage, new situation and new journey era. There will be a broad exchange environment. Well-known experts, scholars or entrepreneurs in the field will be invited to make keynote reports. Contributing authors are also very welcome to actively participate in the conference and build an academic exchange ceremony.
Download or read book Mathematical Finance with Applications written by Wing-Keung Wong and published by MDPI. This book was released on 2020-12-07 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
Download or read book Valuation Challenges and Solutions in Contemporary Businesses written by Köseo?lu, Sinem Derindere and published by IGI Global. This book was released on 2019-11-29 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Defining the value of an entire company can be challenging, especially for large, highly competitive business markets. While the main goal for many companies is to increase their market value, understanding the advanced techniques and determining the best course of action to maximize profits can puzzle both academic and business professionals alike. Valuation Challenges and Solutions in Contemporary Businesses provides emerging research exploring theoretical and practical aspects of income-based, market-based, and asset-based valuation approaches and applications within the financial sciences. Featuring coverage on a broad range of topics such as growth rate, diverse business, and market value, this book is ideally designed for financial officers, business professionals, company managers, CEOs, corporate professionals, academicians, researchers, and students seeking current research on the challenging aspects of firm valuation and an assortment of possible solution-driven concepts.
Download or read book INFORMATION TECHNOLOGY BIOINFORMATICS INTERNATIONAL CONFERENCE ON ADVANCE IT ENGINEERING AND MANAGEMENT SACAIM 2023 VOLUME 1 written by Dr. Hemalatha N. and published by REDSHINE Publication. This book was released on 2024-08-25 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Whiteflies pose a significant threat to agricultural productivity worldwide, causing damage to crops and economic losses. In this study, we present an Android-based whiteflies detection system utilizing deep learning techniques, specifically leveraging the YOLOv5 algorithm. The objective is to create a robust and efficient solution capable of real-time whitefly detection in agricultural fields. The proposed system capitalizes on the powerful capabilities of YOLOv5, a state-of-the-art object detection algorithm, known for its accuracy and speed.
Download or read book Modelling and Forecasting Stock and Stock Market Volatility written by Craig Paul Gower and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modelling and Forecasting Stock and Stock Market Volatility written by Craig Paul Gower and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Integrated Uncertainty in Knowledge Modelling and Decision Making written by Van-Nam Huynh and published by Springer. This book was released on 2016-11-21 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making, IUKM 2016, held in Da Nang, Vietnam, in November/December 2016. The IUKM symposia aim to provide a forum for exchanges of research results and ideas, and experience of application among researchers and practitioners involved with all aspects of uncertainty modelling and management.
