A number of research had been carried out to forecast stock price based on technical indicators, which rely purely on historical stock price data. Nevertheless, their performance is not always satisfactory. In this paper, the effect of using hybrid market indicators of technical, fundamental indicators and experts opinion for stock price prediction is examined. Input variables extracted from th...

Employing the dataset of WTI oil spot price and stock price index in China Brazil, India, US, German, France, UK and Japan, this paper obtains five subinterval of whole sample range through a nonparametric multiple change point algorithms. Furthermore, it analyses dependence between oil spot price and stock price index through copula model and computes the value of VaR and ES based on simulatio...

this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. One of the methods to study the designed causal relationshipsobjectively is Granger causality test. This paper aims to investigate the longtermcausal relationship between the stock price and dividends. The statisticalpopulation includes 180 active companies in Stock Exchange of Tehran ...

The purpose of this study is to optimize the stock price forecasting model with meta-innovation method in pharmaceutical companies.In this research, stock portfolio optimization has been done in two separate phases.The first phase is related to forecasting stock futures based on past stock information, which is forecasting the stock price using artificial neural network.The neural network used ...

This project involves discovering how the company’s stock performs in after-hours on the release day of its quarterly financial report and the day after. Project aims to use a variety of machine learning models to make predictions regarding the stock price movements based on the factors that reflect and affect investor reactions, namely, media coverage of financial news, companys’ quarterly fin...

a r t i c l e i n f o This paper aims to examine the intra-industry effects of confirmation of a reorganization plan. Using unique Taiwanese data on announcements of reorganization confirmation, I find evidence that such announcements elicit positive stock price reactions for the announcing firms and negative stock price reactions for other firms within the same industry. Specifically, negative...

according to recent developments of predicting methodsin financial markets, and since the stock price is one of the mostimportant factors for investment decision-making, and its predictioncan play an important role in this field, the aim of this study is toprovide a model to predict the stock price movement with highaccuracy. accordingly, a hybrid model for predicting the stock pricemovement us...