Stock index forecasting is vital for making informed investment decisions. This paper surveys recent literature in the domain of machine learning techniques and artificial intelligence used to forecast stock market movements. The publications are categorised according to the machine learning technique used, the forecasting timeframe, the input variables used, and the evaluation techniques emplo...

This paper describes the prediction scheme of stock price by using multiagent systems. Agents predict the stock price according to their strategies which is defined from technical and fundamental parameters such as some index related to the stock price, the currency exchange rate of the Japanese Yen (JPY) against the US Dollar and so on. Agents are randomly generated to construct population and...

We measure the United States capital stock of money implied by the Divisia monetary aggregate service flow, in a manner consistent with the present-value model of economic capital stock and asset pricing theory. The resulting measures differ substantially from the usual simple sum accounting monetary aggregates. We permit non-martingale expectations and time varying discount rates. Based on Bar...

The impact of stock market index membership on REIT stock returns is unclear. Returns may become more like those of other indexed stocks and less like those of their underlying properties. Taking advantage of the inclusion of REITs in major S&P indexes starting in 2001, we find that shared index membership significantly increases the correlation between REIT returns. However, index membership a...

This thesis proposes an Artificial Neural Network (ANN) enhanced decision support system for financial risk management. The decision support system allows hedgers to maximise their expected return while practising the hedge against financial risks. The importance of the research stems from the fact that it can be used to reduce the risk associated with adverse price movements in the stock marke...

BACKGROUND The 2007-2009 financial crisis, and its fallout, has strongly emphasized the need to define new ways and measures to study and assess the stock market dynamics. METHODOLOGY/PRINCIPAL FINDINGS The S&P500 dynamics during 4/1999-4/2010 is investigated in terms of the index cohesive force (ICF--the balance between the stock correlations and the partial correlations after subtraction of...