Financial Time Series Analysis
Does Chaos Matter in Financial Time Series Analysis?
... long time, the efficient market hypothesis (EMH) has been the dominant theory used to explain the mechanism of stocks’ prices ...in financial time series have led to criticise the ...
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Modelling the Stock Price Volatility Using Asymmetry Garch and Ann-Asymmetry Garch Models
... for financial time series analysis and ...of financial time series analysis and prediction, but artificial neural network have gained ...of financial ...
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Application of Higher Order Neural Networks to Financial Time Series Prediction
... Some examples of the former are Auto Regression (AR), ARCH, Box-Jenkins (Box & Jenkins, 1976), and Kalman Filter (Harvey, 1989). Some examples of the latter are ANNs (Zhang, Patuwo, & Hu, 1998), Fuzzy Logic and ...
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Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
... continuous time series? In the presence of market microstructure, for example, Ait-Sahalia et ...a time series from the perspective of the frequency domain, that is, they usually do not ...
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Modelling and Analysis on Noisy Financial Time Series
... historical time series has attracted many researchers in last few dec- ...in financial time series. With the filtered time series, the statistical model known as ...
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News, Sentiment, and Financial Markets: A Computational System to Evaluate the Influence of Text Sentiment on Financial Assets
... content analysis methods to the domain of finance adds another assump- tion that this is a useful approach to create a new explanatory variable that can be used in financial and time series ...
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Does Financial Development Reduce CO2 Emissions in Malaysian Economy? A Time Series Analysis
... There are numerous scholarships that have examined the “inverted-U shaped” link (popularly called Environmental Kuznets Curve (EKC)) between economic growth and environmental degradation. In the line of Grossman and ...
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Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
... Energy is the key to the production of goods and services. Many emerging economies are growing at a pace much faster than were projected earlier which has created a spurt in the demand for energy. Although 2009 saw ...
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Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia
... Islamic financial products whereas the IBs can manage only the permissible financial products with Shariah ...Such financial developments would modify the degree of competitiveness and will affect ...
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Multidimensional Time Series Analysis of Financial Markets Based on the Complex Network Approach
... In this study, a modeling method to analyze multidimensional time series based on complex networks is proposed. The rate of return sequence of the closing price and the trading volume fluctuation sequence ...
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Financial Analytics: Time Series Analysis Impact Of Crude Oil Prices On Automotive Stock
... for analysis and to reach the objective of the ...and analysis from investing ...expert analysis companies’ annual ...the analysis of ...the time period of ten years from 2008-2017 in a ...
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The effects of internet usage, financial development and trade openness on economic growth in South Africa: a time series analysis
... the series is trend stationary with an unknown time ...that time break which reduces one-sided t- statistic to test c (=c-1) ...each time series, the next step is to search for ...
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Learning Financial Time Series for Prediction of the Stock Exchange Market
... a cumulative return gain curve higher than the curve provided by the market. It is considered that one monetary unit is the input to the predicting analysis. Results show that the regression model performs better ...
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Financial Time Series Prediction Using Spiking Neural Networks
... of financial time ...for financial time series forecasting are based around statistical approaches, none of which have proved to be completely satisfactory due to the nonlinear nature ...
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Financial Time Series Modelling of Trends and Patterns in the Energy Markets
... empirical analysis of financial time series ...the analysis from model identification, selection, estimation, diagnostic checking and finally ...The analysis is done using MATLAB ...
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Online Full Text
... of financial time ...from financial time series by independent component analysis ...component analysis (ICA) is a mature technique [1] in signal pro- cessing domain for ...
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Fractality and Multifractality Analysis of News Sentiments Time Series
... R/S analysis, AWC method and Fourier transform technique to examine the presence of long-range correlation of financial and economic time series of news ...in time series of news ...
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Vol 7, No 6 (2016)
... market analysis of some financial institutions from Indian banking sector based on the decomposition of time series of stock prices in order to forecast stock prices by using the wavelet ...
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Contagion between United States and european markets during the recent crises
... of financial contagion between the North American and European markets during the recent ...indexes. Time Series Factor Analysis (TSFA) procedure has allowed concentrating the information of ...
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A Neuro-wavelet Method for the Forecasting of Financial Time Series
... comparative analysis of the predictive power of all six models was carried out based on a set of performance parameters defined as follows: The mean square error (MSE), self-explanatory, is the average of the ...
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