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Stock market prediction has always caught the attention of many analysts and researchers. Popular theories suggest that stock markets are essentially a random walk and it is a fool’s game to try and predict them. Predicting stock prices is a challenging problem in itself because of the number...
Persistent link: https://www.econbiz.de/10012038738
Purpose - The economic and administrative conditions of countries normatively have an effect on the economy and level of market development. Moreover, it is of great importance for a healthy economy whether the public institutions and organizations are transparent and functioning in accordance...
Persistent link: https://www.econbiz.de/10014318195
predict the movement of Croatian stock market index Crobex on Zagreb Stock Exchange. Main aim of this paper was to empirically …;d;q) model on weekly closed prices of Crobex from 01/01/2011 to 01/01/2013. First it was necessary to meet the stationary …
Persistent link: https://www.econbiz.de/10009785877
Forecasting the stock returns in the emerging markets is challenging due to their peculiar characteristics. These markets exhibit linear as well as nonlinear features and Conventional forecasting methods partially succeed in dealing with the nonlinear nature of stock returns. Contrarily,...
Persistent link: https://www.econbiz.de/10012175006
important to clearly define rejection/approval criteria. In this direction, classification rules are an appropriate tool … different solutions based on Particle Swarm Optimization (PSO) techniques, which are able to construct a set of classification …
Persistent link: https://www.econbiz.de/10012204352
Risk management is one of the most important branches of business and finance. Classification models are the most … classification models, credit scoring is often a difficult task. On the other hand, there is no universal credit-scoring model in the … efficiency of credit-scoring models has never stopped. In this paper, a hybrid soft intelligent classification model is proposed …
Persistent link: https://www.econbiz.de/10011708990
Risk management is one of the most important branches of business and finance. Classification models are the most … classification models, credit scoring is often a difficult task. On the other hand, there is no universal credit-scoring model in the … efficiency of credit-scoring models has never stopped. In this paper, a hybrid soft intelligent classification model is proposed …
Persistent link: https://www.econbiz.de/10011408703
Future market risk has always been a critical question in decision support processes. FORESIM is a simulation technique that models shipping markets (developed recently). In this paper we present the application of this technique in order to obtain useful information regarding future values of...
Persistent link: https://www.econbiz.de/10011661763
Textual analysis of news articles is increasingly important in predicting stock prices. Previous research has intensively utilized the textual analysis of news and other firm-related documents in volatility prediction models. It has been demonstrated that the news may be related to abnormal...
Persistent link: https://www.econbiz.de/10011881761
model outperformed the LR model in predicting financial distress with a classification accuracy of 100%. On the other hand …, the LR model outperformed the FFDTDNN with a classification accuracy of 83.33%. Therefore, it can be asserted that ANNs …
Persistent link: https://www.econbiz.de/10014372938