Financial time series have typical characteristics such as outliers, trends, and mean reversion. The existence of outliers will affect the effectiveness unknown parameter estimation in financial forecasting model, so that error model be larger. Quantitative methods are divided into causal method method. uses relationship between predictor variable other variables to predict, infers future value...

Norms of Persistent Homology introduced in topological data analysis are seen as indicators system instability, analogous to the changing predictability that is captured financial market uncertainty indexes. This paper demonstrates norms from markets significant explaining uncertainty, whilst macroeconomic only explainable by volatility. Meanwhile, volatility insignificant determination when en...

the latest instrument in islamic financial market is sukuk securities.   sukuk is a flexible stock securities that can meet the financial needs of firms in the capital markets. however, sukuk is considered as an alternative investment securities for bonds that receive usury which is forbidden in islam. the growth of  sukuk market in recent years, mainly due to its role in monitoring and control...

Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use o...

Financial time series data are large in size and dynamic and non-linear in nature. Segmentation is often performed as a pre-processing step for locating technical patterns in financial time series. In this paper, we propose a segmentation method based on Turning Points (TPs). The proposed method selects TPs from the financial time series in question based on their degree of importance. A TP's d...

review the literature of conservatism in financial reporting indicates the importance of conservatism in accounting profession. researchers have always tried to determine the degree and ways of conservatism in financial reporting and accounting, although this is not done easily, because there is not a direct measure of conservatism. however, conservatism has been one of the key principles in ac...

The novel Time Series Data Mining (TSDM) framework is applied to analyzing financial time series. The TSDM framework adapts and innovates data mining concepts to analyzing time series data. In particular, it creates a set of methods that reveal hidden temporal patterns that are characteristic and predictive of time series events. This contrasts with other time series analysis techniques, which ...

Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of scientific debate in the financial literature. Facing this difficulty, analysts often consider a large number of exogenous indicators, which makes the fitting of neural networks extremely difficult. In this paper, we ...

Prediction of financial time series is described as one of the most challenging tasks of time series prediction, due to its characteristics and their dynamic nature. Support vector regression (SVR), Support vector machine (SVM) and back propagation neural network (BPNN) are the most popular data mining techniques in prediction financial time series. In this paper a hybrid combination model is i...