stock price index forecasting
ASEAN-5 STOCK PRICE ANALYSIS
... encourage stock investors to ...country stock price modeling, namely, Indonesia, Malaysia, Singapore, Philippines and ...composite stock price index in 2017. The ASEAN5 country ...
9
Comparative Study on Forecasting Model for Stock Index Future Price
... The article is organized as follows. The first chapter is the introduction, which introduces the research background, the research situation at home and abroad, and puts forward the research contents and structure ...
8
Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non linear models
... the stock markets in Hong Kong (Hang Seng), Japan (Nikkei 225), South Korea (Kospi), Singapore (STI), and Taiwan ...of price series for the period under ...the index data to returns as follows ...
23
The Prediction of Stock Price Based on Improved Wavelet Neural Network
... the stock prices by observing the law of data, such as Autoregressive Integrated Moving Average Model (ARIMA) [3], support vector machine [4] and neural net- work (NN), wavelet neural network (WNN) [5] ...but ...
6
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
... activity index, allowing for different levels of both finite and infinite ...of price staleness, and different levels of volatility which ensures a great variety of jump activity across our ...
48
Dynamic Model of Forecasting Stock Prices
... listed on Jakarta Islamic Index (JII). It is clearly seen on Fig. 1 that from the beginning of its Initial Price Offering (IPO) in October, 2000 the data of ICBP remained stable up to about its first 200th. ...
7
The Research on the Forecasting of Stock Price Based on the Improved Neural Network
... (Shanghai Stock Exchange) Composite Index, its period from 2006 to 2017, as sample data in this ...closing price, the sample data we selected also contain open, high, low ...period price in ...
6
Stock Price Forecasting: Hybrid Model of Artificial Intelligent Methods
... This paper has some limitations which may be subjects to study in the future. There are many different artificial intelligence methods used to forecast the stock composite index. Therefore, it may be our ...
9
Leveraging BERT to Improve the FEARS Index for Stock Forecasting
... models of pre-training by proposing BERT: Bidirectional Encoder Representations from Transformers [Devlin, et al., 2018]. They address the unidirectional constraints by propos- ing a new pre-training objective: the ...
7
The Role of Institutional Quality in Forecasting the Total Stock Price Index: Case Study of Developing and Developed Countries
... total stock price index in the developing countries and is indicative of the political situation of countries on the total stock price index so that total price ...
17
The Forecasting Model of Stock Price Based on PCA and BP Neural Network
... the stock price selects 15 items of 29 different stock transaction data and technical evaluation ...evaluation index de- scribes and predicts the fluctuation forms and trends of stock ...
17
National Stock Exchange Stock and Index Price Direction Prediction using Back-propagation Artificial Neural Network
... predict stock security price ...the stock securities ...satisfactory forecasting result using ...Taiwan Stock Exchange benchmark ...Korean Stock Price Index ...
6
Reaction of Stock Market Index to Oil Price Shocks
... oil price shocks interact with the stock market index within a nonlinear autoregressive distributed lag model in ...of stock market index in response to the positive and negative shocks ...
30
The Effects of Indonesian Macroeconomic Indicators and Global Stock Price Index on the Composite Stock Prices Index in Indonesia
... and stock prices in five ASEAN ...the stock index is largely determined by the fundamental conditions of the country and the relationship of one country to ...the index of composite ...
5
THE CREDIT RISK DYNAMICS OF INTERNATIONAL BONDS: THE INDONESIAN CASE
... A2 Medium-maturity bonds: Panel B of Table 2 reports the results for bonds of medium maturity, with three USD-denominated government bonds falling under this category, maturing in 2019, 2020, and 2021. The interest rate ...
20
Time series modeling and forecasting of the consumer price index in Belgium
... ARIMA (0, 2, 1) 167.21 0.50028 0.08147 0.82422 1.0218 1.6784 ARIMA (2, 2, 1) 169.8368 0.50348 0.11761 0.81323 1.0218 1.6784 ARIMA (1, 2, 2) 169.961 0.5036 0.11069 0.81206 1.023 1.6766 A model with a lower AIC value is ...
11
Exponential Smoothing Methods in Forecasting Nigeria Consumer Price Index
... Consumer price index (CPI) measures changes in the price level of market basket of consume goods and services and service purchased by ...consumer price index is a statistical estimate ...
7
STOCK MARKET PREDICTION USING ARTIFICIAL INTELLIGENCE AND SELF-DESIGNED INDICATOR
... Closing Price and unknown factors like sentiments. Analyzing the huge stock market through Technical Indicators helps traders, analysts and investors to understand market sentiment and accordingly make ...
8
ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany
... for forecasting time series data is the Autoregressive Integrated Moving Average (ARIMA) (Box & Jenkins, 1976; Brocwell & Davis, 2002; Chatfield, 2004; Wei, 2006; Cryer & Chan, ...of forecasting ...
14
Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory
... DOI: 10.4236/ojbm.2019.72065 965 Open Journal of Business and Management standard. Mcneil (2000) combined the GARCH family model with extreme value theory for the first time and constructed the GARCH-EVT model to predict ...
13