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 ...

The effects of three different mixers, two different feeding orders and nanoclay content on the structure development and rheological properties of PE/nanoclay nanocomposite samples were investigated. Fractional Zener and Carreau–Yasuda models were applied to discuss the melt linear viscoelastic properties of the samples. Moreover, scaling law for fractal networks was used to quantify clay disp...

There are various studies on the behavior of the market. In particular, derivatives such as futures and options have taken a lot of attentions, lately. Predicting these derivatives is not only important for the risk management purposes, but also for price speculative activities. Besides that accurate prediction of the market’s direction can help investors to gain enormous profits with small amo...

This research investigates the impact of firms’ performance on share price over a multi year time frame from 2015 to 2019, sample 22 firms out 30, DS30 Index, Bangladesh. Firm’s (autonomous variable) are measured by earnings per share, return assets, equity, quick ratio, and net profit margin, whereas year-end is used as reliant variable. The Hausman test comparative analysis outputs pooled fix...

Within-year patterns of analysts’ earnings forecasts have been attributed to analysts’ incentives to curry favor with managers by releasing optimistic forecasts at longer horizons, followed by a walkdown to levels at which actual earnings meet or beat the forecast at year end. We propose that forecasting difficulty interacts with such incentives and manifests in the observed walkdown. Although ...

Forecasting financial markets is an important issue in finance area and research studies. On one hand, the importance of prediction, and on the other hand, its complexity, have led to huge number of researches which have proposed many forecasting methods in this area. In this study, we propose a hybrid model including Wavelet Transform, ARMA-GARCH and Artificial Neural Network (ANN) for single-...

We propose an exogenous measure of a country’s growth opportunities by interacting the country’s local industry mix with global price to earnings (PE) ratios. First, we find that these exogenous growth opportunities strongly predict future changes in real GDP and investment in a large panel of countries. This relation is strongest in countries that have liberalized their capital accounts, equit...

Electricity price predictions have become a major discussion on competitive market under deregulated power system. But, the exclusive characteristics of electricity price such as non-linearity, non-stationary and time-varying volatility structure present several challenges for this task. In this paper, a new forecast strategy based on the iterative neural network is proposed for Day-ahead price...

The difficulty in gas price forecasting has attracted much attention of academic researchers and business practitioners. Various methods have been tried to solve the problem of forecasting gas prices however, all of the existing models of prediction cannot meet practical needs. In this paper, a novel hybrid intelligent framework is developed by applying a systematic integration of GMDH neural n...