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proposed approach is evaluated using error measures and statistical test. The proposed methods (MODWT-ANN and MODWT-SVR) are … learning models (ANN and SVR) to predict the National Stock Exchange Fifty Index. In first phase, the data is decomposed into a … smaller number of subseries using MODWT. In next phase, each subseries is predicted using machine learning models (i.e., ANN …
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The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...
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The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction. This paper examines the daily return series of stock index of NASDAQ stock exchange. Also, in this study,...
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The performance of the Ghana Stock Exchange (GSE) over the years has been susceptible to both crises and country-specific factors reflected in its macroeconomic fundamentals. Accordingly, the GSE composite index (GSECI) has experienced rapid fluctuations across time, coupled with a declining...
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volatility prevalence in Luxembourg than Russia and India. The study also finds the leverage effect and indicates the negative ….The paper examines the sustainability practices and volatility nature and leverage effect of sustainability indices inIndia … news have more impact on volatility than the positive news …
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