Author: Thirupparkadal Nambi S
Publisher:
ISBN: 9789796918256
Category :
Languages : en
Pages : 0
Book Description
There is a large body of research carried out suggesting the predictability of Stock markets. Initially, tests of predictability of stock market returns were motivated by market efficiency, where it is assumed that predictability was inconsistent with constant stock market returns, efficient markets paradigm. For long it was thought that stock markets are not predictable, at least in an economically significant manner Lo and Maculay in their research paper claim that stock prices do not follow random walks and suggested considerable evidence towards predictability of stock prices., Fama & French, Lakonishok, Schleifer & Vishney in their various studies have carried out many cross sectional analysis across the globe and tried to establish the predictability of the stock prices. Ferson & Harvey showed that predictability in stock returns are not necessarily due to market inefficiency or over-reaction from irrational investors but rather due to predictability in some aggregate variables that are part of the information set.
An Empirical Investigation on Predictability of Indian and Global Stock Indices
Author: Thirupparkadal Nambi S
Publisher:
ISBN: 9789796918256
Category :
Languages : en
Pages : 0
Book Description
There is a large body of research carried out suggesting the predictability of Stock markets. Initially, tests of predictability of stock market returns were motivated by market efficiency, where it is assumed that predictability was inconsistent with constant stock market returns, efficient markets paradigm. For long it was thought that stock markets are not predictable, at least in an economically significant manner Lo and Maculay in their research paper claim that stock prices do not follow random walks and suggested considerable evidence towards predictability of stock prices., Fama & French, Lakonishok, Schleifer & Vishney in their various studies have carried out many cross sectional analysis across the globe and tried to establish the predictability of the stock prices. Ferson & Harvey showed that predictability in stock returns are not necessarily due to market inefficiency or over-reaction from irrational investors but rather due to predictability in some aggregate variables that are part of the information set.
Publisher:
ISBN: 9789796918256
Category :
Languages : en
Pages : 0
Book Description
There is a large body of research carried out suggesting the predictability of Stock markets. Initially, tests of predictability of stock market returns were motivated by market efficiency, where it is assumed that predictability was inconsistent with constant stock market returns, efficient markets paradigm. For long it was thought that stock markets are not predictable, at least in an economically significant manner Lo and Maculay in their research paper claim that stock prices do not follow random walks and suggested considerable evidence towards predictability of stock prices., Fama & French, Lakonishok, Schleifer & Vishney in their various studies have carried out many cross sectional analysis across the globe and tried to establish the predictability of the stock prices. Ferson & Harvey showed that predictability in stock returns are not necessarily due to market inefficiency or over-reaction from irrational investors but rather due to predictability in some aggregate variables that are part of the information set.
Advances in Machine Learning and Computational Intelligence
Author: Srikanta Patnaik
Publisher: Springer Nature
ISBN: 9811552436
Category : Technology & Engineering
Languages : en
Pages : 853
Book Description
This book gathers selected high-quality papers presented at the International Conference on Machine Learning and Computational Intelligence (ICMLCI-2019), jointly organized by Kunming University of Science and Technology and the Interscience Research Network, Bhubaneswar, India, from April 6 to 7, 2019. Addressing virtually all aspects of intelligent systems, soft computing and machine learning, the topics covered include: prediction; data mining; information retrieval; game playing; robotics; learning methods; pattern visualization; automated knowledge acquisition; fuzzy, stochastic and probabilistic computing; neural computing; big data; social networks and applications of soft computing in various areas.
Publisher: Springer Nature
ISBN: 9811552436
Category : Technology & Engineering
Languages : en
Pages : 853
Book Description
This book gathers selected high-quality papers presented at the International Conference on Machine Learning and Computational Intelligence (ICMLCI-2019), jointly organized by Kunming University of Science and Technology and the Interscience Research Network, Bhubaneswar, India, from April 6 to 7, 2019. Addressing virtually all aspects of intelligent systems, soft computing and machine learning, the topics covered include: prediction; data mining; information retrieval; game playing; robotics; learning methods; pattern visualization; automated knowledge acquisition; fuzzy, stochastic and probabilistic computing; neural computing; big data; social networks and applications of soft computing in various areas.
Emerging Markets
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1439804508
Category : Business & Economics
Languages : en
Pages : 870
Book Description
Although emerging market economies consist of 50% of the global population, they are relatively unknown. Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world. With a focus on both traditional emerging markets and new areas, su
Publisher: CRC Press
ISBN: 1439804508
Category : Business & Economics
Languages : en
Pages : 870
Book Description
Although emerging market economies consist of 50% of the global population, they are relatively unknown. Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world. With a focus on both traditional emerging markets and new areas, su
Stock Market Volatility
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Articles in ITJEMAST V13(10) 2022
Author:
Publisher: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
ISBN:
Category : Business & Economics
Languages : en
Pages : 263
Book Description
Published articles in ITJEMAST V13(10)
Publisher: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
ISBN:
Category : Business & Economics
Languages : en
Pages : 263
Book Description
Published articles in ITJEMAST V13(10)
Proceedings of First International Conference on Computing, Communications, and Cyber-Security (IC4S 2019)
Author: Pradeep Kumar Singh
Publisher: Springer Nature
ISBN: 9811533695
Category : Technology & Engineering
Languages : en
Pages : 886
Book Description
This book features selected research papers presented at the First International Conference on Computing, Communications, and Cyber-Security (IC4S 2019), organized by Northwest Group of Institutions, Punjab, India, Southern Federal University, Russia, and IAC Educational Trust, India along with KEC, Ghaziabad and ITS, College Ghaziabad as an academic partner and held on 12–13 October 2019. It includes innovative work from researchers, leading innovators and professionals in the area of communication and network technologies, advanced computing technologies, data analytics and intelligent learning, the latest electrical and electronics trends, and security and privacy issues.
Publisher: Springer Nature
ISBN: 9811533695
Category : Technology & Engineering
Languages : en
Pages : 886
Book Description
This book features selected research papers presented at the First International Conference on Computing, Communications, and Cyber-Security (IC4S 2019), organized by Northwest Group of Institutions, Punjab, India, Southern Federal University, Russia, and IAC Educational Trust, India along with KEC, Ghaziabad and ITS, College Ghaziabad as an academic partner and held on 12–13 October 2019. It includes innovative work from researchers, leading innovators and professionals in the area of communication and network technologies, advanced computing technologies, data analytics and intelligent learning, the latest electrical and electronics trends, and security and privacy issues.
Prediction of Stock Market Index Movements with Machine Learning
Author: Nazif AYYILDIZ
Publisher: Özgür Publications
ISBN: 975447821X
Category : Business & Economics
Languages : en
Pages : 121
Book Description
The book titled "Prediction of Stock Market Index Movements with Machine Learning" focuses on the performance of machine learning methods in forecasting the future movements of stock market indexes and identifying the most advantageous methods that can be used across different stock exchanges. In this context, applications have been conducted on both developed and emerging market stock exchanges. The stock market indexes of developed countries such as NYSE 100, NIKKEI 225, FTSE 100, CAC 40, DAX 30, FTSE MIB, TSX; and the stock market indexes of emerging countries such as SSE, BOVESPA, RTS, NIFTY 50, IDX, IPC, and BIST 100 were selected. The movement directions of these stock market indexes were predicted using decision trees, random forests, k-nearest neighbors, naive Bayes, logistic regression, support vector machines, and artificial neural networks methods. Daily dataset from 01.01.2012 to 31.12.2021, along with technical indicators, were used as input data for analysis. According to the results obtained, it was determined that artificial neural networks were the most effective method during the examined period. Alongside artificial neural networks, logistic regression and support vector machines methods were found to predict the movement direction of all indexes with an accuracy of over 70%. Additionally, it was noted that while artificial neural networks were identified as the best method, they did not necessarily achieve the highest accuracy for all indexes. In this context, it was established that the performance of the examined methods varied among countries and indexes but did not differ based on the development levels of the countries. As a conclusion, artificial neural networks, logistic regression, and support vector machines methods are recommended as the most advantageous approaches for predicting stock market index movements.
Publisher: Özgür Publications
ISBN: 975447821X
Category : Business & Economics
Languages : en
Pages : 121
Book Description
The book titled "Prediction of Stock Market Index Movements with Machine Learning" focuses on the performance of machine learning methods in forecasting the future movements of stock market indexes and identifying the most advantageous methods that can be used across different stock exchanges. In this context, applications have been conducted on both developed and emerging market stock exchanges. The stock market indexes of developed countries such as NYSE 100, NIKKEI 225, FTSE 100, CAC 40, DAX 30, FTSE MIB, TSX; and the stock market indexes of emerging countries such as SSE, BOVESPA, RTS, NIFTY 50, IDX, IPC, and BIST 100 were selected. The movement directions of these stock market indexes were predicted using decision trees, random forests, k-nearest neighbors, naive Bayes, logistic regression, support vector machines, and artificial neural networks methods. Daily dataset from 01.01.2012 to 31.12.2021, along with technical indicators, were used as input data for analysis. According to the results obtained, it was determined that artificial neural networks were the most effective method during the examined period. Alongside artificial neural networks, logistic regression and support vector machines methods were found to predict the movement direction of all indexes with an accuracy of over 70%. Additionally, it was noted that while artificial neural networks were identified as the best method, they did not necessarily achieve the highest accuracy for all indexes. In this context, it was established that the performance of the examined methods varied among countries and indexes but did not differ based on the development levels of the countries. As a conclusion, artificial neural networks, logistic regression, and support vector machines methods are recommended as the most advantageous approaches for predicting stock market index movements.
A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India
Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
Book Description
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
Book Description
Efficiency and Anomalies in Stock Markets
Author: Wing-Keung Wong
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Proceedings of the 9th International Conference on Financial Innovation and Economic Development (ICFIED 2024)
Author: Khaled Elbagory
Publisher: Springer Nature
ISBN: 9464634081
Category :
Languages : en
Pages : 725
Book Description
Publisher: Springer Nature
ISBN: 9464634081
Category :
Languages : en
Pages : 725
Book Description