abstract: with regard to the basel committee’s emphasis on the necessity of using 10-day value-at-risk (var) internal models in order to determine minimum market risk capital requirements, and downsides of the square-root-of-time rule, our purpose is to produce more accurate forecasts of the multi-period var using sixteen models for three stock indices, the tepix, nasdaq, and ftse. the results,...

To date, there are many myths surrounding security selection and fundamental analysis due to the notion that all available information is perfectly priced in security. However, still very useful determining financial health of security, which much needed for long-term investing. The aim this study was perform a valuation international stock markets so as recommend buy or sell signals suitable i...

The purpose of this study is to uncover an acceptable screening method used by index institutions reduce the gaps inthe Shariah-compliant status stock.The initial concepts are based on academic literature and followed interview sessions nine key experts recognized in field stocks as respondents.The results have yielded some notable findings. Fund managers who aware that investors appoint them v...

of High Performance Computing are gratefully acknowledged. The authors also wish to thank the two referees for their insightful comments that helped to improve the this article in significant ways. MATLAB (a mathematical, financial, and statistical software language) was used for the programming throughout the study. *Correspondence author, School of Business, Singapore Management University, 4...

This article examines the impact of serial correlation in high frequency returns on the realized variance measure. In particular, it is shown that the realized variance measure yields a biased estimate of the conditional return variance when returns are serially correlated. Using 10 years of FTSE-100 minute by minute data we demonstrate that a careful choice of sampling frequency is crucial in ...

This study presents an integrated system where wavelet transforms and recurrent neural network (RNN) based on artificial bee colony (abc) algorithm (called ABC-RNN) are combined for stock price forecasting. The system comprises three stages. First, the wavelet transform using the Harr wavelet is applied to decompose the stock price time series and thus eliminate noise. Second, the RNN, which ha...

BACKGROUND There is difficulty in defining occupational health services among stakeholders of the service. Concurrently, there are concerns about the state of occupational health provision in the UK. AIMS To determine stakeholders' perception of the services that occupational health encompasses and the level as well as the rationale behind the provision of these services. METHODS The resear...

ATP-binding cassette transporters are ubiquitous membrane protein complexes that move substrates across membranes. They do so using ATP-induced conformational changes in their nucleotide-binding domains to alter the conformation of the transport cavity formed by their transmembrane domains. In Escherichia coli, an ATP-binding cassette transporter-like complex composed of FtsE (nucleotide-bindin...

OBJECTIVE To examine the relation between coins ingested by children and the Dow Jones Industrial Average. DESIGN Observational study. Main outcome measures Total value of coins ingested and number of incidents of coins versus other objects swallowed, measured before and after the stock market crash of October 2008. RESULTS Eighteen objects, including 11 coins, were ingested (NASDAQ (numism...

Corporate economic performance and its association with carbon emissions has been the subject of extensive research within last few decades. The present study examines green firms as reflected in Financial Times Stock Exchange Environmental Opportunities Index Series (FTSE EO) emissions, incorporating role two more indices, namely Baltic Clean Tanker (BAIT) EUR/USD exchange rate. methodology em...