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Stock market movement is driven by numerous factors, both at national and international levels, and because of the multiplicative effect of these factors, the market movement has been majorly random and very less predictable. A number of research studies have been undertaken in the past to model...
Persistent link: https://www.econbiz.de/10013113754
This research aims to revisit the price discovery relationship between spot and futures prices of Indian equity index S&P CNX Nifty, using neural network approach. This study uses minute-by-minute prices of 167 trading days ranging from January, 2015 to August, 2015 to gain fresh insights on...
Persistent link: https://www.econbiz.de/10013001717
Bankruptcy is a menacing situation, which the investors, businesses, and the economy are afraid of, due to its adverse effects. Prediction of bankruptcy can help the investors and businesses in formulating their strategies in order to improve their profits or at least avoid losses. Researchers...
Persistent link: https://www.econbiz.de/10012830915
In this paper we focus on analyzing the predictive accuracy of three different types of forecasting techniques, Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN), and Singular Spectral Analysis (SSA), used for predicting chaotic time series data. These techniques...
Persistent link: https://www.econbiz.de/10012947889
Over the past decade, the stellar growth of Indian economy has been challenged by persistently high levels of inflation, particularly in food prices. The primary reason behind this stubborn food inflation is mismatch in supply-demand, as domestic agricultural production has failed to keep up...
Persistent link: https://www.econbiz.de/10012964319
Learning models, Random Forest and Dynamic Neural Fuzzy Inference System have been employed to check whether the returns can be …
Persistent link: https://www.econbiz.de/10013002339
The financial markets are found to be finite Hilbert space, inside which the stocks are displaying their wave-particle duality. The Reynolds number, an age old fluid mechanics theory, has been redefined in investment finance domain to identify possible explosive moments in the stock exchange....
Persistent link: https://www.econbiz.de/10012925828
Forecasting of macroeconomic indicators is a challenging task, compounded by complex processes and dynamic nature of the macroeconomy. With recent advancements in computing power and the advent of data, machine learning methods have been explored as an alternative to traditional forecasting...
Persistent link: https://www.econbiz.de/10013225277
The current study is an endeavor to identify the most promising determinants of the behavioral intention of budding small scale entrepreneurs towards entrepreneurship. Combining two different approaches of entrepreneurship research viz. personality traits approach and intentionality approach,...
Persistent link: https://www.econbiz.de/10013290281
Using high frequency price information and strengthening market intelligence on high-impact food items for nowcasting is an integral part of the inflation forecasting framework at the Reserve Bank of India. Three key vegetables viz., tomatoes, onions and potatoes (TOP), with a combined weight of...
Persistent link: https://www.econbiz.de/10014082933