Performance of advanced stock price models when it becomes exotic: an empirical study

2021 ◽  
Author(s):  
Gero Junike ◽  
Wim Schoutens ◽  
Hauke Stier
Keyword(s):  
Empirical Study ◽  
Stock Price

An Empirical Study on the Influence of Investor Sentiment and Stock Price——Based on VAR Model

2021 ◽  
Author(s):  
Yang Lu ◽  
Ning Ding ◽  
Mengcheng Shi ◽  
Zhenyu Fan ◽  
Yiming Zhai
Keyword(s):  
Empirical Study ◽  
Stock Price ◽  
Investor Sentiment ◽  
Var Model

An Efficient Neural Network Model with Taylor Series-Based Data Pre-Processing for Stock Price Forecast

2013 ◽  
Vol 284-287 ◽  
pp. 3020-3024
Author(s):  
Jung Bin Li ◽  
Chien Ho Wu
Keyword(s):  
Neural Network ◽  
Empirical Study ◽  
Neural Network Model ◽  
Taylor Series ◽  
Stock Price ◽  
Input Data ◽  
Back Propagation ◽  
Back Propagation Neural Network ◽  
High Accuracy ◽  
Price Forecast

This study adopts popular back-propagation neural network to make one-period-ahead prediction of the stock price. A model based on Taylor series by using both fundamental and technical indicators EPS and MACD as input data is built for an empirical study. Leading Taiwanese companies in non-hi-tech industry such as Formosa Plastics, Yieh Phui Steel, Evergreen Marine, and Chang Hwa Bank are picked as targets to analyze their reasonable prices and moving trends. The performance of this model shows remarkable return and high accuracy in making long/short strategies.

scholarly journals The Study on the Effects of Agricultural Policies to the Stock Price of Agricultural Companies of China

2017 ◽  
Vol 1 (1) ◽  
pp. 22
Author(s):  
Xilong Pan ◽  
Qi Wang ◽  
Yinchuan Huang
Keyword(s):  
Empirical Study ◽  
Stock Price ◽  
Stock Return ◽  
Intervention Analysis ◽  
Agricultural Policies ◽  
Intervention Model ◽  
Analysis Model ◽  
Land Transfer ◽  
Transfer Index ◽  
The Impact

This paper attempts to use the intervention analysis model to study the impact of the release of the central Number 1 Documents on the stock price fluctuation of listed agricultural companies in China, and get the intervention value of the policy event on the stock return rate while separating the influence of the policy event. The results of the empirical study on the data of the study showed that the effect of the intervention on the results of the intervention was based on the publication of the “Number 1 Documents" in 2012 ~ 2013 as the intervention event. The results of the empirical study on the significance of biological breeding index and land transfer index (data from 2013) Intervention model, is consistent with the interpretation of the “Number 1 Documents”.

scholarly journals Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study

2016 ◽  
Vol 06 (05) ◽  
pp. 770-777 ◽  
Author(s):  
Hongduo Cao ◽  
Ying Li ◽  
Huaping He ◽  
Zhi He
Keyword(s):  
Empirical Study ◽  
Power Law ◽  
Stock Price ◽  
Power Law Distribution
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