Showing 161 - 180 results of 320 for search '"Dow Jones ', query time: 0.08s Refine Results
  1. 161

    Investment portfolio optimization using evolutionary strategies by Gao, Yuan

    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)
  2. 162

    ENTELLEKTÜEL SERMAYENİN FİRMALARIN PİYASA DEĞERLERİ ÜZERİNDEKİ ETKİSİ by Halil Akmeşe

    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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    Article
  3. 163

    The Semiosis of Stock Market Indices: Taking Charles Sanders Peirce to a Trading Room by Tom Duterme

    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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    Article
  4. 164

    On Laws of Thought—A Quantum-like Machine Learning Approach by Lizhi Xin, Kevin Xin, Houwen Xin

    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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    Article
  5. 165

    Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets by Thomas C. Chiang

    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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    Article
  6. 166

    STOCK PRICES, 1900-1995: THE REAL AND NOMINAL STORY by Kenneth Weiher

    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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    Article
  7. 167

    AI-based stock market trending analysis by Ko, Johann

    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)
  8. 168

    Outlier Detection in GARCH Models. by Doornik, J, Ooms, M

    Published 2005
    “…We apply the method to returns of the Dow Jones index, using monthly, weekly, and daily data. …”
    Working paper
  9. 169

    اختبارات السببيّة والتكامل المشترك في تحليل السلاسل الزمنيّة by شفيق عربش, عثمان نقار, رولى شفيق اسماعيل

    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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    Article
  10. 170
  11. 171

    Previsibilidade de crises no mercado financeiro by Marco Antonio Leonel Caetano, Takashi Yoneyama

    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
  12. 172

    A Comprehensive Framework for Uncovering Non-Linearity and Chaos in Financial Markets: Empirical Evidence for Four Major Stock Market Indices by Lucia Inglada-Perez

    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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    Article
  13. 173

    A feature fusion based forecasting model for financial time series. by Zhiqiang Guo, Huaiqing Wang, Quan Liu, Jie Yang

    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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    Article
  14. 174

    Testing The Indonesian Stock Market Arbitrage Pricing Model by Wawan Ichwanudin, Roni Kambara

    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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    Article
  15. 175

    Witching days and abnormal profits in the us stock market by Guglielmo Maria Caporale, Alex Plastun

    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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    Article
  16. 176

    Free float and liquidity screening of the JSE by H. Andersen, F. Durand

    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
  17. 177

    Macroeconomic Variables on Indonesian Sharia Capital Market by Taufik Nugroho, Aam S. Rusydiana

    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
  18. 178

    The relationship between indices and Kuala Lumpur syariah index / Ungku Zareen Ungku Zolkipli by Ungku Zolkipli, Ungku Zareen

    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
  19. 179

    A hybrid model integrating long short-term memory with adaptive genetic algorithm based on individual ranking for stock index prediction. by Xiaohua Zeng, Jieping Cai, Changzhou Liang, Chiping Yuan

    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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    Article
  20. 180

    ULUSLARARASI PORTFÖY YÖNETIMINDE REJIM GEÇIŞKEN KARAR DESTEK MODELLERI: GELIŞMEKTE OLAN MENKUL KIYMET PIYASALARI ÜZERINE BIR UYGULAMA by Kadir TUNA, Mehmet TURK, Alper OZUN

    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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    Article