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Author : Andrew W. Lo
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (129 download)
Download or read book Long term memory in stock market prices written by Andrew W. Lo and published by . This book was released on 1989 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrew Wen-Chuan Lo
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.3/5 ( download)
Download or read book Long-term Memory in Stock Market Prices written by Andrew Wen-Chuan Lo and published by . This book was released on 1989 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: A test for long-run memory that is robust to short-range dependence is developed. It is a simple extension of Mandelbrot's "range over standard deviation" or R/S statistic, for which the relevant asymptotic sampling theory is derived via functional central limit theory. This test is applied to daily, weekly, monthly, and annual stock returns indexes over several different time periods. Contrary to previous findings, there is no evidence of long-range dependence in any of the indexes over any sample period or sub-period once short-term autocorrelations are taken into account. Illustrative Monte Carlo experiments indicate that the modified R/S test has power against at least two specific models of long-run memory, suggesting that stochastic models of short-range dependence may adequately capture the time series behavior of stock returns
Author : Shibley Sadique
Publisher :
ISBN 13 : 9781864461701
Total Pages : 18 pages
Book Rating : 4.4/5 (617 download)
Download or read book Long-term Memory in Stock Market Prices written by Shibley Sadique and published by . This book was released on 1998 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Long-term Memory in Stock Market Prices written by and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Srikanta Patnaik
Publisher : Springer Nature
ISBN 13 : 9811552436
Total Pages : 853 pages
Book Rating : 4.8/5 (115 download)
Download or read book Advances in Machine Learning and Computational Intelligence written by Srikanta Patnaik and published by Springer Nature. This book was released on 2020-07-25 with total page 853 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected high-quality papers presented at the International Conference on Machine Learning and Computational Intelligence (ICMLCI-2019), jointly organized by Kunming University of Science and Technology and the Interscience Research Network, Bhubaneswar, India, from April 6 to 7, 2019. Addressing virtually all aspects of intelligent systems, soft computing and machine learning, the topics covered include: prediction; data mining; information retrieval; game playing; robotics; learning methods; pattern visualization; automated knowledge acquisition; fuzzy, stochastic and probabilistic computing; neural computing; big data; social networks and applications of soft computing in various areas.
Author : Edward A. Dyl
Publisher :
ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.F/5 ( download)
Download or read book The Effect of Capital Gains Taxation on the Stock Market written by Edward A. Dyl and published by . This book was released on 1973 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter M. Robinson
Publisher : Advanced Texts in Econometrics
ISBN 13 : 9780199257300
Total Pages : 396 pages
Book Rating : 4.2/5 (573 download)
Download or read book Time Series with Long Memory written by Peter M. Robinson and published by Advanced Texts in Econometrics. This book was released on 2003 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long memory time series are characterized by a strong dependence between distant events.
Author : Leon Levy
Publisher : PublicAffairs
ISBN 13 : 0786730153
Total Pages : 237 pages
Book Rating : 4.7/5 (867 download)
Download or read book The Mind of Wall Street written by Leon Levy and published by PublicAffairs. This book was released on 2009-03-25 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: As stock prices and investor confidence have collapsed in the wake of Enron, WorldCom, and the dot-com crash, people want to know how this happened and how to make sense of the uncertain times to come. Into the breach comes one of Wall Street's legendary investors, Leon Levy, to explain why the market so often confounds us, and why those who ought to understand it tend to get chewed up and spat out. Levy, who pioneered many of the innovations and investment instruments that we now take for granted, has prospered in every market for the past fifty years, particularly in today's bear market. In The Mind of Wall Street he recounts stories of his successes and failures to illustrate how investor psychology and willful self-deception so often play critical roles in the process. Like his peers George Soros and Warren Buffett, Levy takes a long and broad view of the rhythms of the markets and the economy. He also offers a provocative analysis of the spectacular Internet bubble, showing that the market has not yet completely recovered from its bout of "irrational exuberance." The Mind of Wall Street is essential reading for all of us, whether we are active traders or simply modest contributors to our 401(k) plans, as volatile and unnerving markets come to define so much of our net worth.
Author : Subhransu Sekhar Dash
Publisher : Springer Nature
ISBN 13 : 9811501998
Total Pages : 781 pages
Book Rating : 4.8/5 (115 download)
Download or read book Artificial Intelligence and Evolutionary Computations in Engineering Systems written by Subhransu Sekhar Dash and published by Springer Nature. This book was released on 2020-02-08 with total page 781 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected papers presented at the 4th International Conference on Artificial Intelligence and Evolutionary Computations in Engineering Systems, held at the SRM Institute of Science and Technology, Kattankulathur, Chennai, India, from 11 to 13 April 2019. It covers advances and recent developments in various computational intelligence techniques, with an emphasis on the design of communication systems. In addition, it shares valuable insights into advanced computational methodologies such as neural networks, fuzzy systems, evolutionary algorithms, hybrid intelligent systems, uncertain reasoning techniques, and other machine learning methods and their application to decision-making and problem-solving in mobile and wireless communication networks.
Author :
Publisher :
ISBN 13 :
Total Pages : 791 pages
Book Rating : 4.:/5 (115 download)
Download or read book 2019 International Conference on Artificial Intelligence and Advanced Manufacturing written by and published by . This book was released on 2019 with total page 791 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles D. Kirkpatrick II
Publisher : FT Press
ISBN 13 : 0132599627
Total Pages : 700 pages
Book Rating : 4.1/5 (325 download)
Download or read book Technical Analysis written by Charles D. Kirkpatrick II and published by FT Press. This book was released on 2010-11-08 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Already the field's most comprehensive, reliable, and objective guidebook, Technical Analysis: The Complete Resource for Financial Market Technicians, Second Edition has been thoroughly updated to reflect the field's latest advances. Selected by the Market Technicians Association as the official companion to its prestigious Chartered Market Technician (CMT) program, this book systematically explains the theory of technical analysis, presenting academic evidence both for and against it. Using hundreds of fully updated illustrations, the authors explain the analysis of both markets and individual issues, and present complete investment systems and portfolio management plans. They present authoritative, up-to-date coverage of tested sentiment, momentum indicators, seasonal affects, flow of funds, testing systems, risk mitigation strategies, and many other topics. This edition thoroughly covers the latest advances in pattern recognition, market analysis, and systems management. The authors introduce new confidence tests; cover increasingly popular methods such as Kagi, Renko, Kase, Ichimoku, Clouds, and DeMark indicators; present innovations in exit stops, portfolio selection, and testing; and discuss the implications of behavioral bias for technical analysis. They also reassess old formulas and methods, such as intermarket relationships, identifying pitfalls that emerged during the recent market decline. For traders, researchers, and serious investors alike, this is the definitive book on technical analysis.
Author : IEEE Staff
Publisher :
ISBN 13 : 9781538670644
Total Pages : pages
Book Rating : 4.6/5 (76 download)
Download or read book 2018 International Conference on Embedded Systems and Intelligent Technology and International Conference on Information and Communication Technology for Embedded Systems (ICESIT ICICTES) written by IEEE Staff and published by . This book was released on 2018-05-07 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: new ideas, original research results and practical development experiences from all embedded system related areas including ubiquitous computing, pervasive computing, embedded system design, development of new HW SW related theories and techniques in embedded systems, information and communication technology for supporting development of embedded systems, and information and communication technology used in embedded systems
Author : A. Sivasubramanian
Publisher : Springer Nature
ISBN 13 : 9811646252
Total Pages : 1024 pages
Book Rating : 4.8/5 (116 download)
Download or read book Futuristic Communication and Network Technologies written by A. Sivasubramanian and published by Springer Nature. This book was released on 2021-10-11 with total page 1024 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents select proceedings of the International Conference on Futuristic Communication and Network Technologies (CFCNT 2020) conducted at Vellore Institute of Technology, Chennai. It covers various domains in communication engineering and networking technologies. This volume comprises of recent research in areas like optical communication, optical networks, optics and optical computing, emerging trends in photonics, MEMS and sensors, active and passive RF components and devices, antenna systems and applications, RF devices and antennas for microwave emerging technologies, wireless communication for future networks, signal and image processing, machine learning/AI for networks, internet of intelligent things, network security and blockchain technologies. This book will be useful for researchers, professionals, and engineers working in the core areas of electronics and communication.
Author : Vinaitheerthan Renganathan
Publisher : Vinaitheerthan Renganathan
ISBN 13 : 9354579736
Total Pages : 107 pages
Book Rating : 4.3/5 (545 download)
Download or read book Stock price analysis through Statistical and Data Science tools: An Overview written by Vinaitheerthan Renganathan and published by Vinaitheerthan Renganathan. This book was released on 2021-04-30 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock price analysis involves different methods such as fundamental analysis and technical analysis which is based on data related to price movement of the stock in the past. Price of the stock is affected by various factors such as company’s performance, current status of economy and political factor. These factors play an important role in supply and demand of the stock which makes the price to be volatile in the short term. Investors and stock traders aim to book profit through buying and selling the stocks. There are different statistical and data science tools are being used to predict the stock price. Data Science and Statistical tools assume only the stock price’s historical data in predicting the future stock price. Statistical tools include measures such as Graph and Charts which depicts the general trend and time series tools such as Auto Regressive Integrated Moving Averages (ARIMA) and regression analysis. Data Science tools include models like Decision Tree, Support Vector Machine (SVM), Artificial Neural Network (ANN) and Long Term and Short Term Memory (LSTM) Models. Current methods include carrying out sentiment analysis of tweets, comments and other social media discussion to extract the hidden sentiment expressed by the users which indicate the positive or negative sentiment towards the stock price and the company. The book provides an overview of the analyzing and predicting stock price movements using statistical and data science tools using R open source software with hypothetical stock data sets. It provides a short introduction to R software to enable the user to understand analysis part in the later part. The book will not go into details of suggesting when to purchase a stock or what at price. The tools presented in the book can be used as a guiding tool in decision making while buying or selling the stock. Vinaitheerthan Renganathan www.vinaitheerthan.com/book.php
Author : Gourishankar S. Hiremath
Publisher : Springer Science & Business Media
ISBN 13 : 8132215907
Total Pages : 135 pages
Book Rating : 4.1/5 (322 download)
Download or read book Indian Stock Market written by Gourishankar S. Hiremath and published by Springer Science & Business Media. This book was released on 2013-10-28 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and vibrancy into the process of economic growth. The Indian stock market now has the largest number of listed companies in the world. The phenomenal growth of the Indian equity market and its growing importance in the economy is indicated by the extent of market capitalization and the increasing integration of the Indian economy with the global economy. Various schools of thought explain the behaviour of stock returns. The Efficient Market Theory is the most important theory of the School of Neoclassical Finance based on rational expectation and no-trade argument. The book investigates the growth and efficiency of the Indian stock market in the theoretical framework of the Efficiency Market Hypothesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume. The analysis empirically tests the random walk hypothesis and focuses on issues like nonlinear dynamics, structural breaks and long memory. It uses new and disaggregated data on recent reforms and changes in the market microstructure. The data on various indices including sectoral indices help in measuring the relative efficiency of the market and understanding how liquidity and market capitalization affect the efficiency of the market.
Author : Yu-hsiang Cheng
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (122 download)
Download or read book A Stock Prediction Based on the Fusion of Long Short-term Memory (LSTM) and Deep Neural Network written by Yu-hsiang Cheng and published by . This book was released on 2020 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently, stocks are the most popular investment. However, for novice stock investor, they will be a little bit of anxiety and hesitation. In addition to cultivating some basic concepts, we establish a stock prediction model that predicted the stock close price of next day to provide investor a reference for trading. In this study, we propose that the same industry may have similar trend. First, we input the target and leading stock historical close prices to the Long Short-Term Memory (LSTM) models individually, and then input the predicted close price to a Deep Neural Network (DNN) to achieve the best weight distribution for learning, and finally get the prediction results.
Author : Christiansen, Bryan
Publisher : IGI Global
ISBN 13 : 1466699906
Total Pages : 377 pages
Book Rating : 4.4/5 (666 download)
Download or read book Neuroeconomics and the Decision-Making Process written by Christiansen, Bryan and published by IGI Global. This book was released on 2016-03-17 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neuroeconomics has emerged as a field of study with the goal of understanding the human decision-making process and the mental consideration of multiple outcomes based on a selected action. In particular, neuroeconomics emphasizes how economic conditions can impact and influence the decision-making process and alternately, how human actions have the power to impact economic conditions. Neuroeconomics and the Decision-Making Process presents the latest research on the relationship between neuroscience, economics, and human decision-making, including theoretical foundations, real-world applications, and models for implementation. Taking a cross-disciplinary approach to neuroeconomic theory and study, this publication is an essential reference source for economists, psychologists, business professionals, and graduate-level students across disciplines.
