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241
Pruebas de comportamiento caótico en índices bursátiles americanos
Published 2007-01-01“…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. …”
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242
Time averaging, ageing and delay analysis of financial time series
Published 2017-01-01“…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. …”
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243
Software development of pattern recognition and forecasting on financial time series data and news
Published 2022“…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.…”
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Final Year Project (FYP) -
244
Leveraging fundamental, technical, and sentiment analyses with quantitative techniques and machine learning in trading
Published 2024“…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. …”
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Final Year Project (FYP) -
245
International portfolio diversification : a factor analysis approach
Published 2014“…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. …”
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Final Year Project (FYP) -
246
International transmission of stock market movement: evidence from the Islamic Equity Markets
Published 2008“…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. …”
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247
Properties of selected garma models and their estimation procedures
Published 2012“…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. …”
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Thesis -
248
Vplyv COVID-19 a konfliktu na Ukrajine na výnos a riziko akcií indexu DJIA
Published 2022-12-01“…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. …”
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249
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
Published 2023-01-01“…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. …”
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250
An Exploratory Study on the Complexity and Machine Learning Predictability of Stock Market Data
Published 2022-02-01“…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. …”
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251
AN OBTAINABLE AND EFFICIENT SET IN THE STANDARD MEAN-VARIANCE SMALL PORTFOLIO SELECTION MODEL: A NON-MARKOWITZ APPROACH
Published 2023-03-01“… 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. …”
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252
Development of Instrumental Approaches to Forecasting the Volatility of the Return of Financial Assets
Published 2023-07-01“…The stock indices studied are the Dow Jones Industrial Average (DJI), Standard and Poor’s 500 (SP500), and the Nasdaq Composite Index (NASDAQCOMP). …”
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253
Contagio financiero entre economías : análisis exploratorio desde la econometría. Caso Colombia-Estados Unidos.
Published 2012-07-01“…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). …”
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254
The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic
Published 2023-05-01“…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. …”
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255
Influence Of Trade Volume On Movement Of Market Index Crobex
Published 2009-07-01“…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. …”
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256
A Novel Anti-Risk Method for Portfolio Trading Using Deep Reinforcement Learning
Published 2022-05-01“…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.…”
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257
Portfolio selection using feature selection approach
Published 2024“…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. …”
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Thesis-Master by Coursework -
258
Investment portfolio selection using a combination of improved BCO BP neural network prediction and genetic algorithms
Published 2009“…The experiment was conducted with historical stock data from the Dow Jones Industrial Average (DJIA) index.…”
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Final Year Project (FYP) -
259
DETERMINAN PERGERAKAN IHSG PADA PERIODE 2000-2009
Published 2012“…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. …”
Thesis -
260
Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets
Published 2018“…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). …”
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