Pruebas de comportamiento caótico en índices bursátiles americanos by Franco Parisi, Christian Espinosa, Antonio Parisi

“…Este artículo valida el comportamiento caótico en las Bolsas de Valores de Argentina, Brasil, Canadá, Chile, Estados Unidos, Perú y México utilizando los índices accionarios Merval, Bovespa, S&P TSX Composite, IPSA, IGPA, S&P 500, Dow Jones Industrials, Nasdaq, IGBVL e IPC, respectivamente. …”
Get full text

Time averaging, ageing and delay analysis of financial time series by Andrey G Cherstvy, Deepak Vinod, Erez Aghion, Aleksei V Chechkin, Ralf Metzler

“…We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. …”
Get full text

Software development of pattern recognition and forecasting on financial time series data and news by Huang, YuHang

“…The models have been used to predict next day stock movement for NASDAQ composite Index, Dow Jones Industrial Average, S&P 500 and Russell 2000.…”
Get full text

Leveraging fundamental, technical, and sentiment analyses with quantitative techniques and machine learning in trading by Yang, Zhuoxun

“…The investigation applies these indicators to 30 companies listed in the Straits Times Index (STI) and the Dow Jones Index (DJIA). Findings reveal that both fundamental and technical indicators hold significant predictive power in the context of the STI, with their effectiveness exhibiting variation across different industries. …”
Get full text

International portfolio diversification : a factor analysis approach by Khoo, Chio Giok, Lim, Chin Chuan, Sam, Kok Weng

“…The Australia All-Industries Index, the Hang Seng Index, the Nikkei Stock Average (Nikkei-225), the Kuala Lumpur Composite Index, the SES AllSingapore Share Index and the Dow Jones Industrial Average are used in the statistical analysis, recognising the fact that stock indices and averages are widely used to monitor performance of stock markets. …”
Get full text

International transmission of stock market movement: evidence from the Islamic Equity Markets by Ruzita Abdul Rahim, Mohammed Zain Yusof, Ros Zam Zam Sapian, Hawati Janor

“…This study utilizes macro levels data of daily closing price index of the Dow Jones Islamic Market (DJIM) indexes from the most recent period of 1999:06 to 2007:06. …”
Get full text

Properties of selected garma models and their estimation procedures by Ramiah Pillai, Thulasyammal

“…In this research, applications illustrating the ¯tting of GARMA(1, 1; 1, ±), GARMA(1, 1; ±1, ±2) and GARMA(1, 2; ±, 1) models are presented and expounded using GDP per capita of Malaysia, the Forest Area of Malaysia and the Dow Jones Utilities Index data set. The results of our study are presented as prepositions in this study. …”
Get full text

Vplyv COVID-19 a konfliktu na Ukrajine na výnos a riziko akcií indexu DJIA by Juraj Pekár, Ivan Brezina, Marian Reiff

“…The analysis of these indicators was carried out on historical data of selected components of the stock index Dow Jones Industrial Average (DJIA) in the pre-crisis period, in the crisis period caused by the Covid-19 virus, and in the crisis period caused by the war conflict in Ukraine. …”
Get full text

A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices by Bibigul Izatullayeva, Gulzhanat Tayauova, Gulnara Sadykova, Madina Toktibayeva, Altynbek Kenzhaliyev

“…On the other hand, one-period lagged return of the FTSE CNBC Asia 100 Oil & Gas index, one-period, and two-period lagged return of the ruble return, and one-period lagged return of the Dow Jones Islamic Markets Oil & Gas index were found to have negative effects. …”
Get full text

An Exploratory Study on the Complexity and Machine Learning Predictability of Stock Market Data by Sebastian Raubitzek, Thomas Neubauer

“…We use three different machine learning algorithms, i.e., a stochastic gradient descent linear regression, a lasso regression, and an XGBoost tree regression, to test the predictability of two stock market indices, the Dow Jones Industrial Average and the NASDAQ (National Association of Securities Dealers Automated Quotations) Composite. …”
Get full text

AN OBTAINABLE AND EFFICIENT SET IN THE STANDARD MEAN-VARIANCE SMALL PORTFOLIO SELECTION MODEL: A NON-MARKOWITZ APPROACH by Mirko Babanic, Nikola Stefanovic

“… In this study, we performed an innovative approach to analyzing an obtainable and efficient set on a small portfolio using 3-month historical data on the daily movements of stock prices of industrial companies, represented by the Dow Jones Industrial Average Index (DJIA). Under a small portfolio, we mean a two-member, three-member, and a four-member portfolio. …”
Get full text

Development of Instrumental Approaches to Forecasting the Volatility of the Return of Financial Assets by John Guyomey, Andrey Zaitsev

“…The stock indices studied are the Dow Jones Industrial Average (DJI), Standard and Poor’s 500 (SP500), and the Nasdaq Composite Index (NASDAQCOMP). …”
Get full text

Contagio financiero entre economías : análisis exploratorio desde la econometría. Caso Colombia-Estados Unidos. by Luís Ángel Meneses Cerón, Ronald Alejandro Macuacé Otero

“…El artículo, estudia las relaciones de dependencia entre los mercados financieros internacionales, indagando sobre el efecto del contagio financiero entre dos series de retornos de índices accionarios: el Dow Jones (DJ) y el índice general de la Bolsa de Valores de Colombia (IGBC). …”
Get full text

The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic by Emmanuel Joel Aikins Abakah, Guglielmo Maria Caporale, Luis Alberiko Gil-Alana

“…More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World Market Index (ISLAM) over the period 1/01/2020–10/03/2021. …”
Get full text

Influence Of Trade Volume On Movement Of Market Index Crobex by Stanko Dabić, Stipan Penavin

“…This hypothesis is checked through the case analysis of Crobex market index as well as comparative analysis of movement of this index and Dow Jones index that is being followed on one of the most developed capital markets in the world. …”
Get full text

A Novel Anti-Risk Method for Portfolio Trading Using Deep Reinforcement Learning by Han Yue, Jiapeng Liu, Dongmei Tian, Qin Zhang

“…Through extensive experiments, the results show that our proposed method is effective and superior to the Dow Jones Industrial Average index (DJIA), several variants of our proposed method, and a state-of-the-art (SOTA) method.…”
Get full text

Portfolio selection using feature selection approach by Dai, Zerui

“…The searching model was evaluated in Dow Jones Industrial Average 30 Index, nasdaq 100, shsz300 and S&P 500 with data in 1280 trading days. …”
Get full text

Investment portfolio selection using a combination of improved BCO BP neural network prediction and genetic algorithms by Ong, Desmond Kok Chuan.

“…The experiment was conducted with historical stock data from the Dow Jones Industrial Average (DJIA) index.…”
Get full text

DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009 by , Rahaditomo Muktiwibowo, , Prof. DR. Nopirin, M.A.

“…Thru this research some economy indicators with inconsistencies in previous research such as BI rate, oil price, gold price, exchange rate IDR/USD, Nikkei 225 index and Dow Jones Industrial Average (DJIA) will be further analyzed. …”

Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets by Robiyanto, Robiyanto

“…The data used in this study are the stock price index data on the stock markets studied namely Nikkei 225 index, Dow Jones Industrial Average (DJIA), FTSE index, All Ordinaries index, Straits Times Index (STI), SET index, KOSPI index, Taipei WG index, KLSE Composite Index, Hang Seng Index (HSI), Manila Composite index (PSEi) and Jakarta Composite Index (JCI). …”
Get full text