In this study, we utilize the genetic algorithm (GA) to select high quality stocks with investment value. Given the fundamental financial and price information of stocks trading, we attempt to use GA to identify stocks that are likely to outperform the market by having excess returns. To evaluate the efficiency of the GA for stock selection, the return of equally weighted portfolio formed by th...

the stock selection problem is one of the major issues in the investment industry, which is mainlysolved by analyzing financial ratios. however, considering the complexity and imprecise patterns ofthe stock market, obvious and easy-to-understand investment rules, based on fundamental analysis,are difficult to obtain. fundamental and technical analyses are two common methods for predictingthe fu...

in this paper, a model has been provided for selecting right portfolio in stock exchange. the ranking of financial industries and companies has been applied for the selection of the right stock in this model. these rankings have been done through promethee decision- making method. technical analysis aims to determine the right time to buy and sell the superior stocks. a survey study is also don...

In this thesis, we study the behavior of bankrupt stocks. Bankrupt stock is a special case of the Hard-to-Borrow stocks. Besides the general nice feature of the Hard-to-borrow feedback for the buy-in demand, the bankrupt stocks could exclude the diffusive effects. This nice property would modify the Marco Avellaneda and Mike Lipkin’s jump-diffusion model for the Hard-to-Borrow stocks into the p...

Four genetic stocks of Leghorn pullets were used to evaluate the effects of genetic selection on growth and fearfulness behavior. Three of the stocks were the Ottawa randombred control stocks from 1950 (CS5), 1959 (CS7), and 1972 (CS10). The fourth stock was a 1993 commercial laying stock (CCS) whose ancestors were involved in the formation of the randombred control stocks. Pullets were reared ...

Sockeye salmon (Oncorhynchus nerka) stocks throughout the southern part of their North American range have experienced declines in productivity over the past two decades. In this study, we tested the hypothesis that pink (O. gorbuscha) and chum (O. keta) salmon stocks have also experienced recent declines in productivity by investigating temporal and spatial trends in productivity of 99 wild No...

The inability to predict the earnings of growth stocks, such as biotechnology and internet stocks, leads to the high volatility of share prices and di±culty in applying the traditional valuation methods. This paper attempts to demonstrate that the high volatility of share prices can nevertheless be used in building a model that leads to a particular size distribution, which can then be applied ...