Moving averages are one of the most popular and easy-to-use tools available to a technical analyst, and they also form the building blocks for many other technical indicators and overlays. Building a moving average (MA) model needs determining four factors of (1) approach of issuing signals, (2) technique of calculating MA, (3) length of MA, and (4) band. After a literature re...

the process of economic globalization and integration has had a tremendous growth in recent years and the convergence of various economic sectors, including the financial markets is increasingly in the spotlight. this increasing trend has strengthened investors' interests in the subject of convergence among the world's stock markets and investors experimentally show a passion for unde...

The stock market is an example of a complex system where process of decision-making involves great difficulties, since numerous inherent factors and a high level of noisiness influence the stock indexes. Technical analysis (TA) is one of the most popular methods widely used by stock traders (Dempster and Jones, 2001). TA proposes a set of numerous investment rules to the investor. The use of in...

We develop a discrete-time model in which the stock markets of two countries are linked via and with the foreign exchange market. The foreign exchange market is characterized by nonlinear interactions between technical and fundamental traders. Such interactions may generate complex dynamics and recurrent switching between “bull” and “bear” market phases via a well-known pitchfork and period-dou...

This research is related to the usefulness of different machine learning methods in forecasting time series on financial markets. The main issue in this field is that economic managers and scientific society are still longing for more accurate forecasting algorithms. Fulfilling this request leads to an increase in forecasting quality and, therefore, more profitability and efficiency. In this pa...

Decision making process in stock trading is a complex one. There are numbers of technical indicators that are used by traders to study trends of the market and make buying and selling decisions based on their observations. This research seeks to deploy fuzzy inference to stock market, with four indicators used in technical analysis to aid in the decision making process in order to deal with pro...

S tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. This study investigates the effect of exchange rate Volatility on the stock exchange Returns of D8 countries. It takes monthly data during the period (2008:1-2015:6) constituting 90 observations. At first we used Panel-GARCH model to estimate Exchange Rate Vo...

Research on stock price prediction and trading model using evolutionary computation has been done in recent years. As we know, prediction in the stock market is quite difficult for a number of reasons. First, the ultimate goal of our research is not to minimize the prediction error, but to maximize the profits. Second, the weak relationships among variables tend to be nonlinear, and they may ho...