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161
Investment portfolio optimization using evolutionary strategies
Published 2015“…The MATLAB program is tested in different cases and the return of optimized portfolios in the output is compared with the initial portfolio, the efficient frontier and Dow Jones Industrial Average with Buy-and-Hold strategy.…”
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Final Year Project (FYP) -
162
ENTELLEKTÜEL SERMAYENİN FİRMALARIN PİYASA DEĞERLERİ ÜZERİNDEKİ ETKİSİ
Published 2014-05-01“…Entellektüel sermayenin firmaların piyasa değeri üzerindeki etkisi değerlendirilmeye çalışılmış ve Dow Jones Sınai endeksinde yer alan firmaların 1920-2000 yılları arasında gerçekleşen piyasa değeri / defter değeri ortalama oranları yorumlanmıştır. …”
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163
The Semiosis of Stock Market Indices: Taking Charles Sanders Peirce to a Trading Room
Published 2023-12-01“… Stock market indices are among the signs populating financial markets and allowing traders to support their valuation work. The movements of the Dow Jones and the S&P 500 are constantly monitored, but how are they interpreted? …”
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164
On Laws of Thought—A Quantum-like Machine Learning Approach
Published 2023-08-01“…We applied this framework to the financial market, and a “machine economist” is developed to study a time series of the Dow Jones index. The “machine economist” will obtain a set of optimized strategies to maximize profits, and discover the efficient market hypothesis (random walk).…”
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165
Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets
Published 2020-06-01“…Correlation coefficients between stock and bond returns are positively related to total policy uncertainty for returns of the Dow-Jones Industrial Average (DJIA) and the S&P 500 Value stock index (VALUE), but negatively correlated with returns of S&P500 (Total market), the NASDAQ Composite Index (NASDAQ), and the RUSSELL 2000 (RUSSELL).…”
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166
STOCK PRICES, 1900-1995: THE REAL AND NOMINAL STORY
Published 2000-06-01“…Prompted by the inflation-adjusted Dow Jones Industrials Average setting its first record high in almost thirty years in 1995, this paper studies the impact of inflation on nominal and real stock prices from a theoretical, historical, and empirical perspective. …”
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167
AI-based stock market trending analysis
Published 2020“…The hierarchical models were trained in the context of swing trading of 2 days using price actions of Dow Jones Industrial Average (Ticker: DJI). Experimental studies showed an F1-accuracy of 0.53 on this 3-class problem with Hierarchical LSTM. …”
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Final Year Project (FYP) -
168
Outlier Detection in GARCH Models.
Published 2005“…We apply the method to returns of the Dow Jones index, using monthly, weekly, and daily data. …”
Working paper -
169
اختبارات السببيّة والتكامل المشترك في تحليل السلاسل الزمنيّة
Published 2019-02-01“…En se référant sur le mécanisme de correction d’erreur, l’indice général du marché financier d’Arabie Saoudite réagit à tout choc ou à tout changement de l’indice de Dow Jones. …”
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170
Trending screen addiction---emerging risk of increased virtual autism among toddlers
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171
Previsibilidade de crises no mercado financeiro
Published 2009-09-01“…An evaluation was carried out using historical pre and post crash data of the 1929 event, as well as more recent data from Dow Jones Average (USA), Hang Seng Index (Hong Kong) and Ibovespa (Brazil). …”
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Article -
172
A Comprehensive Framework for Uncovering Non-Linearity and Chaos in Financial Markets: Empirical Evidence for Four Major Stock Market Indices
Published 2020-12-01“…This research tests for the existence of nonlinear patterns and chaotic nature in four major stock market indices: namely Dow Jones Industrial Average, Ibex 35, Nasdaq-100 and Nikkei 225. …”
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173
A feature fusion based forecasting model for financial time series.
Published 2014-01-01“…The proposed model is applied to the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better in the area of prediction than other two similar models.…”
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174
Testing The Indonesian Stock Market Arbitrage Pricing Model
Published 2023-02-01“…The results prove that there is a multi-factor APT model consisting of The risk premium for inflation, the risk premium for interest rates, and the risk premium for foreign macroeconomic factors represented by the Dow Jones index and the Shanghai index. The results of this study further strengthen the theory and previous research on the multi-factor APT model.…”
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175
Witching days and abnormal profits in the us stock market
Published 2023-12-01“…AbstractThis paper examines price effects related to witching days in the US stock market using both weekly and daily data for three major indices, namely the Dow Jones, S&P500 and Nasdaq, over the period 2000–2021. …”
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176
Free float and liquidity screening of the JSE
Published 2001-12-01“…Three indices were constructed using the Financial Times Securities Exchange, Dow Jones STOXX and Morgan Stanley Capital International screening rules. …”
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Article -
177
Macroeconomic Variables on Indonesian Sharia Capital Market
Published 2019-01-01“…While in the long term, world oil prices are positive climate and Dow Jones Industrial Average (DJIA) variables negatively affect ISSI. …”
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Article -
178
The relationship between indices and Kuala Lumpur syariah index / Ungku Zareen Ungku Zolkipli
Published 2014“…The variables involved in this research are, Kuala Lumpur Shariah Index (KLSI), Consumer Price Index (CPI), FTSE Bursa Malaysia Hijrah Index (FBMHI), Kuala Lumpur Composite Index (KLCI), and Dow Jones Islamic Index (DJII). The data used is a monthly data which is from February 2007 until July 2014. …”
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Student Project -
179
A hybrid model integrating long short-term memory with adaptive genetic algorithm based on individual ranking for stock index prediction.
Published 2022-01-01“…We extend the literature on stock market forecasting by applying a hybrid model that combines wavelet transform (WT), long short-term memory (LSTM), and an adaptive genetic algorithm (AGA) based on individual ranking to predict stock indices for the Dow Jones Industrial Average (DJIA) index of the New York Stock Exchange, Standard & Poor's 500 (S&P 500) index, Nikkei 225 index of Tokyo, Hang Seng Index of Hong Kong market, CSI300 index of Chinese mainland stock market, and NIFTY50 index of India. …”
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180
ULUSLARARASI PORTFÖY YÖNETIMINDE REJIM GEÇIŞKEN KARAR DESTEK MODELLERI: GELIŞMEKTE OLAN MENKUL KIYMET PIYASALARI ÜZERINE BIR UYGULAMA
Published 2014-04-01“…Bu kapsamda, Türkiye, Rusya, Ukrayna, Brezilya, Lübnan, ABD (Dow Jones Industrial Average) ve MSCI (Morgan Stanley Composite Index) hisse senedi piyasalarında rejim geçişkenliği ekonometrik olarak karşılaştırmalı incelenmiştir.…”
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