NASDAQ Market Velocity and Market Forces are two relatively new data products that attempt to capture market sentiment, something that was previously only observable if one was on a trading floor. Given the transient and temporal properties of the data, we were challenged to create a visualization that would highlight the ever-changing qualities of Velocity and Forces. To that end, we developed...

Agency theory and conventional wisdom suggest that strengthened monitoring oversight mechanisms are necessary to align the actions of management with interests shareholders, which should be maximize shareholder wealth. In 2003, legislators regulators corporate governance a series laws regulations in response number scandals late 1990s. The purpose this study is determine how affected performanc...

Çalışmanın amacı, 03.01.2020 ile 28.02.2022 dönemi için üretim araçlarındaki gelişmenin bir başka veçhesi olan dijitalleşme kripto paralara yönelimin hızlanmasının geleneksel borsalara alternatif olup olmayacağını simetrik ve asimetrik nedensellik test yöntemleriyle incelemektir. Bu çerçevede analiz sonuçlarına göre, BTC ETH fiyatlarından SP500, NASDAQ DOWJ fiyatlarına doğru ilişkisi saptanmış,...

The attempt to measure investors’ mood find an early indicator of financial markets has evolved and developed with the advancement technology over years. first attempts were based on surveys, a long expensive process. Nowadays, big data made it possible investor’s accurately almost entirely online. This paper analyzes explanatory predictive capacity Wikipedia pageviews for Nasdaq index. For thi...

A No early warning signals for stochastic transitions driven by large but constant strength of stochasticity. . . . . . . . . . . . . . . . . . . . . . . . 4 B No early warning signals for stochastic transitions in agent based models driven by large but constant strength of stochasticity. . . . . . . . . . . . 5 C Sensitivity analysis for early warning signals of crashes in DJI. . . . . . . 6 D...

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using Flexible Neural Tree (FNT) ensemble technique. We considered the Nasdaq-100 index of Nasdaq Stock Market and the S&P CNX NIFTY stock index. We analyzed 7-year Nasdaq-100 main index values and 4y...

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and soft computing techniques. To demonstrate the different techniques, we considered Nasdaq-100 index of Nasdaq Stock Market and the S&P CNX NIFTY stock index. W...