This paper analyses the performance of machine learning models in forecasting Tehran Stock Exchange's automobile index. Historical daily data from 2018-2022 was pre-processed and used to train Linear Regression (LR), Support Vector (SVR), Random Forest (RF) models. The were evaluated on mean absolute error, squared root error R2 score metrics. results indicate that LR SVR outperformed RF predic...

Abstract This paper treats the risk-averse optimal portfolio problem with consumption in continuous time with a stochastic-volatility, jump-diffusion (SVJD) model of the underlying risky asset and the volatility. The new developments are the use of the SVJD model with double-uniform jump-amplitude distributions and time-varying market parameters for the optimal portfolio problem. Although unlim...

the focal objective of this study is to analyze and explore the co-movement of pakistan stock market (kse-100) with the stock market of developed countries (us, uk, canada, australia, germany, japan, france and neither land) which have portfolio investment in pakistan by applying co-integration approach using johansen and juselius multivariate and bi variate co-integration. secondary data of st...

Enclosure is an effective strategy for enhancing soil carbon sequestration in the desert steppe. Soil organic (SOC) and its stock during changes plant community influence fertility global cycle. We studied SOC along with six types steppe of Inner Mongolia, northern China. The goal this study was to explore differences among communities while accounting effects environmental factors. collected 3...

in order toa desirable growth, plants need fertile soil which has the availability of nutrient elements in it. sometimes, in spite of having access to the nutrient elements, decrease yield, due to undesirable physical situation. stock (matthiolaincana cv. column crimson) is one of the potting flower that its growth medium traditionally including hawar soil, basin sediment and untreated waste mu...

In this paper we test for the existence of asset price bubbles in Latin America in the 19802001 period, focusing mainly on stock prices. Based on unit root and cointegration tests we cannot reject the hypothesis of bubbles. We arrive at the same conclusion using Froot and Obstfeld’s intrinsic bubbles model. We identify periods of significant stock price overvaluation to examine empirical regula...

This study explores the asymmetric impact of oil supply and demand shocks on sectoral stock market returns Pakistan. For this purpose, uses non-linear autoregressive distributed lag (ARDL) approach based monthly time series data for four sectors in Pakistan Stock Exchange over period 2005–2018. First, findings unit root tests identified that all are stationary at first difference. Second, F-bou...

the option-pricing problem is always an important part in modern finance. assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. in this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. some option pricing formulas on...

Different species of Phytophthora cause serious and economically important soilborne diseases of citrus throughout the World. Tree and crop production losses occur from damping-off of seedlings in the seedbed, root and crown rot in nurseries, foot rot and fibrous root rot, and brown rot of fruit in groves. Foot rot results from infection of the bark near the ground level producing lesions on th...

It is widely known that when there are errors with a moving-average root close to −1, a high order augmented autoregression is necessary for unit root tests to have good size, but that information criteria such as the AIC and the BIC tend to select a truncation lag (k) that is very small. We consider a class of Modified Information Criteria (MIC) with a penalty factor that is sample dependent. ...