Showing 1 - 7 of 7
ABSTRACT Equity block trade transactions per se directly relate to the valuation of a company's equity capital. These transactions are executed outside the continuous trading system and single price system, and involve trading of large volumes of shares at an agreed price. This paper...
Persistent link: https://www.econbiz.de/10011085351
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ABSTRACT Should we make financial forecasts? The usual answer looks like Pascal's wager: we don't know whether God exists; who erroneously believes loses nothing, who correctly believes wins everything; who correctly disbelieves, gains nothing, who erroneously disbelieves loses everything....
Persistent link: https://www.econbiz.de/10011085355
ABSTRACT A number of studies have explored the sources of the Monday effect, according to which returns are on average negative on Mondays. We contribute to the literature by exploring whether a direct measure of mood explains the Monday effect. In line with psychological literature, a greater...
Persistent link: https://www.econbiz.de/10011085356
ABSTRACT In this paper a hybrid genetic algorithm–support vector regression (GA‐SVR) model in economic forecasting and macroeconomic variable selection is introduced. The proposed algorithm is applied to the task of forecasting US inflation and unemployment. GA‐SVR genetically optimizes...
Persistent link: https://www.econbiz.de/10011085359
ABSTRACT The aim of this research was to analyse the different results that can be achieved using support vector machines (SVM) to forecast the weekly change movement of different simulated markets. The markets are developed by a GARCH model based on the S&P 500. These simulated markets are...
Persistent link: https://www.econbiz.de/10011085361
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