Milk price modeling and forecasting

Modeling and Forecasting Effects of Crude Oil Price Changes on the US and UK GDP

        This paper proposes a new forecasting model for investigating relationship between the price of crude oil, as an important energy source and GDP of the US, as the largest oil consumer, and the UK, as the oil producer. GMDH neural network and MLFF neural network approaches, which are both non-linear models, are employed to forecast GDP responses to the oil price changes. The resul...

Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price

Recent empirical studies reveal evidence of the co-existence of heterogeneous data characteristics distinguishable by time scale in the movement crude oil prices. In this paper we propose a new multivariate Empirical Mode Decomposition (EMD)-based model to take advantage of these heterogeneous characteristics of the price movement and model them in the crude oil markets. Empirical studies in be...

Stock Price Forecasting

The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and   accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...

Behavioral Finance Models and Behavioral Biases in Stock Price Forecasting

Stock market is affected by news and information. If the stock market is not efficient, the reaction of stock price to news and information will place the stock market in overreaction and under-reaction states. Many models have been already presented by using different tools and techniques to forecast the stock market behavior. In this study, the reaction of stock price in the stock market was ...

Tehran Stock Price Modeling and Forecasting Using Support Vector Regression (SVR) and Its Comparison with the Classic Model ARIMA