نتایج جستجو برای: financial prediction
تعداد نتایج: 396175 فیلتر نتایج به سال:
In this paper we introduce natural time analysis in financial markets. Due to the remarkable results of this analysis on earthquake prediction and the similarities of earthquake data to financial time series, its application in price prediction and algorithmic trading seems to be a natural choice. This is tested through a trading strategy with very encouraging results.
The early awareness of a potential financial distress is crucial to firm’s managers for understanding their clients, suppliers and their own firms, and crucial to fund suppliers for assessing the construction firm’s credit worthiness. The purpose of this paper is to develop a dynamic prediction model for financial distress in construction industry using Data Mining. This research expects to pro...
Financial market modeling and prediction is a difficult problem and drastic changes of the price causes nonlinear dynamic that makes the price prediction one of the most challenging tasks for economists. Since markets always have been interesting for traders, many traders with various beliefs are highly active in a market. The competition among two agents of traders, namely trend follo...
How to analyze the features of stock price accurately and master the regularity of stock price changing with time quickly and effectively is of great theoretical and realistic significance and is an important research direction in financial field. For complicated non-linear and periodic variations of stock prices, a parallel computing model is proposed in this paper based on stock prediction al...
Financial distress prediction (FDP) has always been an important issue in the business and financial management. This research proposed a novel multiple classifier ensemble model based on firm life cycle and Choquet integral for FDP, named MCELCCh-FDP, as a new approach to tackle with financial distress. Empirical study based on Chinese listed companies’ real data is conducted, and the results ...
– 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, w...
We document significant heterogeneity across countries in the ability to assess a firm’s likelihood of default using marketand accounting-based sources of default risk information. Surprisingly, for some countries, we find that a default prediction model based solely on public financial reporting information outperforms a model based solely on market variables. Our evidence suggests that variat...
Bankruptcy prediction is of great importance in financial statement analysis to minimize the risk of decision strategies. It attempts to separate distress companies from healthy ones according to some financial indicators. Since the real data usually contains irrelevant, redundant and correlated variables, it is necessary to reduce the dimensionality before performing the prediction. In this pa...
Introduction to the Problem: It is rarely found that liquidity ratio (Cash Ratio, Quick and Current Ratio) are used as variable possible financial distress at Sharia General Bank in Indonesia.Purpose/Objective Study: The existence this study aimed predicting possibility of dominated by several ratios Indonesia. Researchers logistics regression analysis research methodology.Findings: Total 12 re...
As the current crisis has painfully proved, the financial system plays a crucial role in economic development. Although the current crisis is being of an exceptional magnitude, financial crises are recurrent phenomena in modern financial systems. The literature offers several definitions of financial instability, but for our purposes we identity financial crisis with banking crisis as the most ...
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