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Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-27

Technological progress in recent years has made new methods available for making forecasts in a variety of areas. We examine the success of ex-ante stock market forecasts of three major stock market indices, i.e., the German Stock Market Index (DAX), the Dow Jones Industrial Index (DJI), and the...

Persistent link: https://www.econbiz.de/10012799168

Predicting liquidity of BSE by using ARIMA model

Jaiswal, Isha - In: Journal of commerce & business studies 2 (2015) 1, pp. 69-77

Persistent link: https://www.econbiz.de/10011492652

Should stock market return forecasts be conditioned on politics?

Powell, John Gregory; Qian, Meifen; Shi, Jing; Zhu, Qiaoqiao - In: Australian journal of management 40 (2015) 4, pp. 672-700

Persistent link: https://www.econbiz.de/10011479079

An Epsilon Constraint method for selecting indicators for use in neural networks for stock market forecasting

Ben Abdelaziz, Fouad; Amer, Mohamed; Baz, Hazim el- - In: INFOR : information systems and operational research 52 (2014) 3, pp. 116-125

Persistent link: https://www.econbiz.de/10011389423

Neural nets for stock indices : investigating effect of change in hyperparameters

Agarwal, Sonali; Khan, Jwaad Akhtar - In: Theoretical economics letters 9 (2019) 3, pp. 511-529

Persistent link: https://www.econbiz.de/10012395484

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...

Persistent link: https://www.econbiz.de/10012404549