Works matching DE "STOCK price forecasting"

Results: 465

The impact of equity option expirations on the prices of non-expiring options.

Published in:

Review of Financial Economics, 1995, v. 4, n. 2, p. 109, doi. 10.1016/1058-3300(95)90001-2

By:

Broughton, John B.;
Chance, Don M.

Publication type:

Article

The adjustment of stock prices to Wall Street Journal corrections.

Published in:

Review of Financial Economics, 1994, v. 4, n. 1, p. 69, doi. 10.1016/1058-3300(94)90006-X

By:

Helmuth, John A.;
Robin, Ashok J.

Publication type:

Article

A Causal Time-Series Model Based on Multilayer Perceptron Regression for Forecasting Taiwan Stock Index.

Published in:

International Journal of Information Technology & Decision Making, 2019, v. 18, n. 6, p. 1967, doi. 10.1142/S0219622019500421

By:

Chen, Tai-Liang;
Cheng, Ching-Hsue;
Liu, Jing-Wei

Publication type:

Article

Forecasting Chinese Stock Market Prices using Baidu Search Index with a Learning-Based Data Collection Method.

Published in:

International Journal of Information Technology & Decision Making, 2019, v. 18, n. 5, p. 1605, doi. 10.1142/S0219622019500287

By:

Dong, Jichang;
Dai, Wei;
Liu, Ying;
Yu, Lean;
Wang, Jie

Publication type:

Article

A Language for Financial Chart Patterns.

Published in:

International Journal of Information Technology & Decision Making, 2018, v. 17, n. 5, p. 1537, doi. 10.1142/S0219622018500347

By:

Zhu, Jiajun;
Wan, Yuqing;
Si, Yain-Whar

Publication type:

Article

Implementation of Long Short-Term Memory and Gated Recurrent Units on grouped time-series data to predict stock prices accurately.

Published in:

Journal of Big Data, 2022, v. 9, n. 1, p. 1, doi. 10.1186/s40537-022-00597-0

By:

Lawi, Armin;
Mesra, Hendra;
Amir, Supri

Publication type:

Article

An LSTM and GRU based trading strategy adapted to the Moroccan market.

Published in:

Journal of Big Data, 2021, v. 8, n. 1, p. 1, doi. 10.1186/s40537-021-00512-z

By:

Touzani, Yassine;
Douzi, Khadija

Publication type:

Article

On prices and returns in commercial prediction markets.

Published in:

Quantitative Finance, 2023, v. 23, n. 11, p. 1699, doi. 10.1080/14697688.2023.2257756

By:

WHELAN, KARL

Publication type:

Article

Forecasting crude oil prices: do technical indicators need economic constraints?

Published in:

Quantitative Finance, 2022, v. 22, n. 8, p. 1545, doi. 10.1080/14697688.2022.2074305

By:

Wen, Danyan;
He, Mengxi;
Liu, Li;
Zhang, Yaojie

Publication type:

Article

The micro-price: a high-frequency estimator of future prices.

Published in:

Quantitative Finance, 2018, v. 18, n. 12, p. 1959, doi. 10.1080/14697688.2018.1489139

By:

Stoikov, Sasha

Publication type:

Article

Sentiment Aware Stock Price Forecasting using the SA-RNN-LBL Learning Model.

Published in:

Engineering, Technology & Applied Science Research, 2020, v. 10, n. 5, p. 6356, doi. 10.48084/etasr.3805

By:

Gurav, Uma Prashant;
Kotrappa, S.

Publication type:

Article

Reaction to Public Information in Markets: How much does Ambiguity Matter?*.

Published in:

Economic Journal, 2013, v. 123, n. 569, p. 699, doi. 10.1111/j.1468-0297.2012.02557.x

By:

Corgnet, Brice;
Kujal, PraveEN;
Porter, David

Publication type:

Article

Analysts' Earnings Forecasts and the Value Relevance of 20-F Reconciliations from non-U.S. to U.S. GAAP.

Published in:

Journal of International Financial Management & Accounting, 1998, v. 9, n. 1, p. 1, doi. 10.1111/1467-646X.00027

By:

Fulkerson, Cheryl Linthicum;
Meek, Gary K.

Publication type:

Article

How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?

Published in:

Journal of Business & Economic Statistics, 2009, v. 27, n. 1, p. 95, doi. 10.1198/jbes.2009.0008

By:

MAHEU, John M.;
MCCURDY, Thomas H.

Publication type:

Article

Deployment of Secure Data Parameters Between Stock Inverters and Interfaces Using Command-Contamination-Stealth Management System.

Published in:

International Journal of Advanced Computer Science & Applications, 2024, v. 15, n. 7, p. 503, doi. 10.14569/ijacsa.2024.0150750

By:

Henge, Santosh Kumar;
Mandal, Sanjeev Kumar;
Rane, Ameya Madhukar;
Sharma, Megha;
Singh, Ravleen;
Phani Kumar, S. Anka Siva;
Marouthu, Anusha

Publication type:

Article

Temporal Fusion Transformers for Enhanced Multivariate Time Series Forecasting of Indonesian Stock Prices.

Published in:

International Journal of Advanced Computer Science & Applications, 2024, v. 15, n. 7, p. 140, doi. 10.14569/ijacsa.2024.0150713

By:

Hartanto, Standy;
Gunawan, Alexander Agung Santoso

Publication type:

Article

Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange.

Published in:

Journal of Finance, Accounting & Management, 2015, v. 6, n. 2, p. 51

By:

Muhammad Irfan Khan;
Syed Muhammad Salman

Publication type:

Article

SECURITY PRICE REACTION TO QUALITATIVE FORECAST INFORMATION.

Published in:

Australian Journal of Management (University of New South Wales), 1986, v. 11, n. 2, p. 231, doi. 10.1177/031289628601100207

By:

Sinclair, N.A.;
Fatseas, V.A.;
Trotman, K.T.

Publication type:

Article

Stock Price Booms and Expected Capital Gains.

Published in:

American Economic Review, 2017, v. 107, n. 8, p. 2352, doi. 10.1257/aer.20140205

By:

Adam, Klaus;
Marcet, Albert;
Beutel, Johannes

Publication type:

Article

Stock price prediction for a trading strategy: embedding trading strategy into deep learning framework.

Published in:

Applied Economics, 2024, v. 56, n. 57, p. 7922, doi. 10.1080/00036846.2023.2289912

By:

Huang, Peng;
Luo, Jianwen

Publication type:

Article

Investigating the Relationship between Business Sector Returns in the Japanese Stock Market and its Impact on Forecasting Returns by CNN-LSTM.

Published in:

Banking & Finance Review, 2023, v. 14, n. 1, p. 49

By:

Nantaphong Boonpong;
Pongsutti Phuensane

Publication type:

Article

Multi model-Based Hybrid Prediction Algorithm (MM-HPA) for Stock Market Prices Prediction Framework (SMPPF).

Published in:

Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ), 2020, v. 45, n. 12, p. 10493, doi. 10.1007/s13369-020-04782-2

By:

Polamuri, Subba Rao;
Srinivas, Kudipudi;
Mohan, A. Krishna

Publication type:

Article

Causality-driven multivariate stock movement forecasting.

Published in:

PLoS ONE, 2024, v. 19, n. 4, p. 1, doi. 10.1371/journal.pone.0302197

By:

Díaz Berenguer, Abel;
Da, Yifei;
Bossa, Matías Nicolás;
Oveneke, Meshia Cédric;
Sahli, Hichem

Publication type:

Article

Hybrid deep learning models with multi-classification investor sentiment to forecast the prices of China's leading stocks.

Published in:

PLoS ONE, 2023, v. 18, n. 11, p. 1, doi. 10.1371/journal.pone.0294460

By:

Niu, Hongli;
Pan, Qiaoying;
Xu, Kunliang

Publication type:

Article

Forecasting Turkish Stock Market Price With Macroeconomic Variables From The Multivariate Adaptive Regression Splines (Mars) Model.

Published in:

Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi, 2020, v. 15, n. 60, p. 759, doi. 10.19168/jyasar.743931

By:

BAĞCI, Buğra;
ÇITAK, Ferhat

Publication type:

Article

Forecasting Turkish Stock Market Price With Macroeconomic Variables From The Multivariate Adaptive Regression Splines (Mars) Model.

Published in:

Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi, 2020, v. 15, n. 60, p. 759, doi. 10.19168/jyasar.743931

By:

BAĞCI, Buğra;
ÇITAK, Ferhat

Publication type:

Article

Brain Activity Foreshadows Stock Price Dynamics.

Published in:

Journal of Neuroscience, 2021, v. 41, n. 14, p. 3266, doi. 10.1523/JNEUROSCI.1727-20.2021

By:

Stallen, Mirre;
Borg, Nicholas;
Knutson, Brian

Publication type:

Article

Aplicación de las Redes Neuronales al Pronóstico de Precios en el Mercado de Valores.

Published in:

Información Tecnológica, 2012, v. 23, n. 4, p. 11, doi. 10.4067/S0718-07642012000400003

By:

Villada, Fernando;
Muñoz, Nicolás;
García, Edwin

Publication type:

Article

Using economic and financial information for stock selection.

Published in:

Computational Management Science, 2008, v. 5, n. 4, p. 317, doi. 10.1007/s10287-007-0056-x

By:

Roko, I.;
Gilli, M.

Publication type:

Article

An Intelligent System for Determination of Stop --Loss and Take--Profit Limits: A Dynamic Decision Learning Approach via Fuzzy Soft Set Approach.

Published in:

Journal of Multiple-Valued Logic & Soft Computing, 2024, v. 43, n. 4-6, p. 561

By:

ARI, EMRE;
USTUNDAG, ALP;
SIVRI, MAHMUT SAMI;
GURCAN, OMER FARUK;
BEYCA, OMER FARUK;
GULTEKIN, AHMET BERKAY

Publication type:

Article

CAN THE QUANTITY THEORY BE USED TO PREDICT STOCK PRICES--OR IS THE STOCK MARKET EFFICIENT?

Published in:

Southern Economic Journal, 1977, v. 44, n. 2, p. 261, doi. 10.2307/1057579

By:

Tanner, J. Ernest;
Trapani, John M.

Publication type:

Article

Stock-Price Forecasting Based on XGBoost and LSTM.

Published in:

Computer Systems Science & Engineering, 2022, v. 40, n. 1, p. 237, doi. 10.32604/csse.2022.017685

By:

Pham Hoang Vuong;
Trinh Tan Dat;
Tieu Khoi Mai;
Pham Hoang Uyen;
Pham The Bao

Publication type:

Article

Forecasting returns instead of prices exacerbates financial bubbles.

Published in:

Experimental Economics, 2023, v. 26, n. 5, p. 1185, doi. 10.1007/s10683-023-09815-9

By:

Hanaki, Nobuyuki;
Hommes, Cars;
Kopányi, Dávid;
Kopányi-Peuker, Anita;
Tuinstra, Jan

Publication type:

Article

Stock Price Prediction using Artificial Neural Model: An Application of Big Data.

Published in:

EAI Endorsed Transactions on Scalable Information Systems, 2019, v. 6, n. 20, p. 1, doi. 10.4108/eai.19-12-2018.156085

By:

Shastri, Malav;
Roy, Sudipta;
Mittal, Mamta

Publication type:

Article

Navigating the Stock Market: The Role of State-of-the-Art Deep Learning Techniques.

Published in:

Al-Balqa Journal for Research & Studies, 2024, v. 27, n. 4, p. 79, doi. 10.35875/vvf5k957

By:

Kanwal, Anika;
Lau, Man F.;
Sami, Al-Shamayleh Ahmad;
Adnan, Akhunzada;
Chandrasekaran, Siva;
Ng, SebastianP. H.;
Kwan Yong Sim

Publication type:

Article

Learning, Structural Instability, and Present Value Calculations.

Published in:

Econometric Reviews, 2007, v. 26, n. 2-4, p. 253, doi. 10.1080/07474930701220352

By:

Pesaran, Hashem;
Pettenuzzo, Davide;
Timmermann, Allan

Publication type:

Article

The application of model predictive control on stock portfolio optimization with prediction based on Geometric Brownian Motion-Kalman Filter.

Published in:

Journal of Industrial & Management Optimization, 2022, v. 18, n. 5, p. 3433, doi. 10.3934/jimo.2021119

By:

Syaifudin, Wawan Hafid;
Putri, Endah R. M.

Publication type:

Article

Stock Price Forecasting of Maruti Suzuki using ARIMA Model.

Published in:

Parikalpana: KIIT Journal of Management, 2022, v. 18, n. 2, p. 90, doi. 10.23862/kiit-parikalpana/2022/v18/i2/215258

By:

Khan, Kahkashan

Publication type:

Article

PLS-NEURAL NETWORK MODEL FOR STOCK PRICES PREDICTION.

Published in:

International Journal on Information Sciences & Computing, 2013, v. 7, n. 2, p. 15, doi. 10.18000/ijisac.50139

By:

Meenakshi Sundaram S.;
Lakshmi M.

Publication type:

Article

ON THE POSSIBILITY OF PRICE DECREASING BUBBLES.

Published in:

Econometrica, 1990, v. 58, n. 6, p. 1476, doi. 10.2307/2938325

By:

Weil, Philippe

Publication type:

Article

SHORT-TERM FORECASTING OF STOCK PRICES OF INDIAN BANKS UNDER NIFTY-50 DURING COVID-19 PANDEMIC WITH HIGH-FREQUENCY DATA.

Published in:

Annals of the Constantin Brancusi University of Targu Jiu-Letters & Social Sciences Series, 2024, n. 2, p. 75

By:

MEHER, Bharat Kumar;
SONI, Amitesh;
ANAND, Abhishek;
HAWALDAR, Iqbal Thonse;
BIRAU, Ramona;
FILIP, Robert Dorin

Publication type:

Article

A case study of Gulf Securities Market in the last 20 years: A Long Short‐Term Memory approach.

Published in:

Statistica Neerlandica, 2024, v. 78, n. 1, p. 136, doi. 10.1111/stan.12309

By:

Sen, Abhibasu;
Dutta Choudhury, Karabi

Publication type:

Article

StockMarket Trading Based onMarket Sentiments and Reinforcement Learning.

Published in:

Computers, Materials & Continua, 2022, v. 70, n. 1, p. 935, doi. 10.32604/cmc.2022.017069

By:

Ameen Suhail, K. M.;
Sankar, Syam;
Kumar, Ashok S.;
Nestor, Tsafack;
Soliman, Naglaa F.;
Algarni, Abeer D.;
El-Shafai, Walid;
Abd El-Samie, Fathi E.

Publication type:

Article

Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices.

Published in:

Annals of Actuarial Science, 2020, v. 14, n. 1, p. 138, doi. 10.1017/S1748499519000095

By:

Wilkie, A. D.;
Şahin, Şule

Publication type:

Article

EMPIRICAL MODE DECOMPOSITION BASED ON THETA METHOD FOR FORECASTING DAILY STOCK PRICE.

Published in:

Journal of Information & Communication Technology, 2020, v. 19, n. 4, p. 533, doi. 10.32890/jict2020.19.4.4

By:

Hossain, Mohammad Raquibul;
Ismail, Mohd Tahir

Publication type:

Article

Portfolio Management.

Published in:

Journal of Accounting, Auditing & Finance, 1979, v. 2, n. 4, p. 368

By:

Zeikel, Arthur

Publication type:

Article

Tesla Stock Prediction Based on Twitter Comments' Sentiment Feature Extraction and Ensemble Networks.

Published in:

International Journal of Cooperative Information Systems, 2024, v. 33, n. 4, p. 1, doi. 10.1142/S0218843024500072

By:

Cao, Zilan;
Hu, Senyao;
Cao, Hangyu;
Tao, Zheng

Publication type:

Article

Time-varying factor models for equity portfolio construction.

Published in:

European Journal of Finance, 2008, v. 14, n. 5, p. 381, doi. 10.1080/13518470801892194

By:

Ebner, Markus;
Neumann, Thorsten

Publication type:

Article

Return forecasts and optimal portfolio construction: a quantile regression approach.

Published in:

European Journal of Finance, 2008, v. 14, n. 5, p. 409, doi. 10.1080/13518470802042369

By:

Ma, Lingjie;
Pohlman, Larry

Publication type:

Article

A further extension of duration-dependent models.

Published in:

European Journal of Finance, 2008, v. 14, n. 5, p. 427, doi. 10.1080/13518470802042518

By:

Isogai, Akifumi;
Kanoh, Satoru;
Tokunaga, Toshifumi

Publication type:

Article