Showing 121 - 130 of 180
This paper examines and presents a simple algorithm for prediction stock written in MATLAB code. We apply it to thirty stocks of the Athens exchange stock market . We obtain the stock returns and we would like to predict, not the actual price , but the sign of stock returns. The results are very...
Persistent link: https://www.econbiz.de/10011267899
A well-known hypothesis providing support for a policy that emphasizes economic growth at the expense of environmental protection is the environmental Kuznets curve (EKC) hypothesis. Although this relation has been mainly explored at the macro-economic level, there are few researches examining...
Persistent link: https://www.econbiz.de/10010608270
Persistent link: https://www.econbiz.de/10012390575
Over the past 30 years, the workplace has witnessed significant changes. The fast growth in the use of information technology, changes in working hours and agreements radically changed the nature of job. One such change is the flexible employment schemes, which can provide alternatives for...
Persistent link: https://www.econbiz.de/10012864225
In this study two approaches are applied for the prediction of the economic recession or expansion periods in USA. The first approach includes Logit and Probit models and the second is an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell membership functions. The...
Persistent link: https://www.econbiz.de/10014172190
In this paper we examine and present the methodology of feed-forward neural networks with error backpropagation algorithm and non-linear methods. We test some applications of time-series analysis in economics. The first part is consisted by applications following the traditional approach of...
Persistent link: https://www.econbiz.de/10014191880
In this paper we propose an alternative and modified Generalized Regression Neural Networks Autoregressive model (GRNN-AR) in S&P 500 and FTSE 100 index returns, as also in Gross domestic product growth rate of Italy, USA and UK. We compare the forecasts with Generalized Autoregressive...
Persistent link: https://www.econbiz.de/10013126947
In this paper we examine four different approaches in trading rules for stock returns. More specifically we examine the popular procedures in technical analysis, which are the moving average and the Moving Average Convergence-Divergence (MACD) oscillator. The third approach is the simple random...
Persistent link: https://www.econbiz.de/10013126948
In this paper we present, propose and examine additional membership functions as also we propose least squares with genetic algorithms optimization in order to find the optimum fuzzy membership functions parameters. More specifically, we present the tangent hyperbolic, Gaussian and Generalized...
Persistent link: https://www.econbiz.de/10013126949
We examine various and different approaches for the prediction of economic crisis periods of US economy. We examine the traditional econometric discrete choice Logit and Probit models then a feed-forward neural network (FFNN) model and finally we apply an Adaptive Neuro-Fuzzy Inference System...
Persistent link: https://www.econbiz.de/10013126950