One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on o...

The optimization approaches based on evolutionary computations and artificial neural networks have conquered wide popularity in problems, whose solution space is so complex and large that it is impossible to use traditional methods of optimization. Each approach individually possesses the advantages and deficiencies. For example, Giles and Lawrence (2001) showed that ANN could be successfully u...

This study aims to determine the effect of variables contained in fundamental and technical analysis stock prices. Variables used include Earning Per Share, Return On Assets, Book Value Price Value, Past Share Prices, Dup Ddown. Sample selection uses saturated samples by using all food beverage companies listed on Indonesia Stock Exchange 2014-2018 period. The data technique is regression SPSS ...

Stock prices are a form of time series data. There have been many existing business and economics based methods for predicting stock prices. These methods can be classed as fundamental and technical analysis. Technical analysis is based on the observing patterns in stock prices based on psychological effects (fear and greed) changing supply and demand. Fundamental analysis is based on observing...

The purpose of this study was to investigate the role of non-financial information analysis and risk-return analysis along with financial information in increasing the selected banks and financial institutions of Tehran Stock Exchange portfolio efficiency. To evaluate the efficiency of the portfolio, the Treynor's ratio was used and attempted to determine the Treynor's ratio of the selected opt...

Abstract. The paper concerns with study aims at trying to predict the stock index trend of Prague stock exchange PX using Markov chain analysis (MCA). The prediction of the trend using MCA is done using time series of day closing prices from Jan.5, 2004, till Dec.12, 2009. Downloaded data are processed in order to provide current price rates and simple technical indicator, as well. Discrete sta...

Since the 1970s, services marketing has grown into a major sub discipline of marketing. It is constantly claimed – but is refuted in the article – that services are now the dominant economic activity in developed countries and keeps growing while the two traditional goods sectors, manufacturing and agriculture, are declining. In today's competitive world, having expertise, knowledge and marketi...

the present research aims to evaluate impacts of crude oil price return index, bloomberg petroleum index and bloomberg energy index on stock market returns of 121 companies listed in tehran stock exchange in a 10 years' period from early 2006 to april 2016. first, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. subsequently, to che...