scholarly journals Stock Market Trading Rules Discovery Based on Biclustering Method

2015 ◽  
Vol 2015 ◽  
pp. 1-13 ◽  
Author(s):  
Yun Xue ◽  
Zhiwen Liu ◽  
Jie Luo ◽  
Zhihao Ma ◽  
Meizhen Zhang ◽  
...  
Keyword(s):  
Stock Price ◽  
Historical Data ◽  
Probability Model ◽  
Trading Rules ◽  
Normal Probability ◽  
Long Time ◽  
Local Patterns ◽  
Short Term Prediction ◽  
Stock Market Trading ◽  
The Impact

The prediction of stock market’s trend has become a challenging task for a long time, which is affected by a variety of deterministic and stochastic factors. In this paper, a biclustering algorithm is introduced to find the local patterns in the quantized historical data. The local patterns obtained are regarded as the trading rules. Then the trading rules are applied in the short term prediction of the stock price, combined with the minimum-error-rate classification of the Bayes decision theory under the assumption of multivariate normal probability model. In addition, this paper also makes use of the idea of the stream mining to weaken the impact of historical data on the model and update the trading rules dynamically. The experiment is implemented on real datasets and the results prove the effectiveness of the proposed algorithm.

scholarly journals Auto Sector Stock Price Trend Prediction using Decision Tree

2020 ◽  
Vol 9 (1) ◽  
pp. 1131-1134
Keyword(s):  
Machine Learning ◽  
Decision Tree ◽  
Stock Price ◽  
Historical Data ◽  
Research Work ◽  
Machine Learning Method ◽  
Learning Method ◽  
Trend Prediction ◽  
Price Trend ◽  
The Impact

The auto sector stock price trend is based on many national and international uncertain factors. It is challenging to predict the impact of such a factor on the stock price trend as the impact of the same factor varies at different points of time. In this research work, we are predicting the auto sector stock price trend using patterns in the historical data using a machine learning method.

An Investigation into the Impact of Information on Stock Price Volatilities in Vietnam

2015 ◽  
Vol 22 (3) ◽  
pp. 59-80
Author(s):  
NGUYEN KHAC QUOC BAO ◽  
NGUYEN HUU HUY NHUT ◽  
TRAN NGUYEN HUY NHAN
Keyword(s):  
Stock Price ◽  
The Impact

Euratom and Brexit: Could the United Kingdom Maintain One Foot in the European Union? Current Scenarios and Future Prospects of British withdrawal from the EAEC

2018 ◽  
Vol 18 (2) ◽  
pp. 134-151
Author(s):  
Andrea Circolo ◽  
Ondrej Hamuľák
Keyword(s):  
European Union ◽  
United Kingdom ◽  
Independent Solution ◽  
Legal Regulation ◽  
The European Union ◽  
The United Kingdom ◽  
The Status ◽  
Long Time ◽  
Energy Community ◽  
The Impact

Abstract The paper focuses on the very topical issue of conclusion of the membership of the State, namely the United Kingdom, in European integration structures. The ques­tion of termination of membership in European Communities and European Union has not been tackled for a long time in the sources of European law. With the adop­tion of the Treaty of Lisbon (2009), the institute of 'unilateral' withdrawal was intro­duced. It´s worth to say that exit clause was intended as symbolic in its nature, in fact underlining the status of Member States as sovereign entities. That is why this institute is very general and the legal regulation of the exercise of withdrawal contains many gaps. One of them is a question of absolute or relative nature of exiting from integration structures. Today’s “exit clause” (Art. 50 of Treaty on European Union) regulates only the termination of membership in the European Union and is silent on the impact of such a step on membership in the European Atomic Energy Community. The presented paper offers an analysis of different variations of the interpretation and solution of the problem. It´s based on the independent solution thesis and therefore rejects an automa­tism approach. The paper and topic is important and original especially because in the multitude of scholarly writings devoted to Brexit questions, vast majority of them deals with institutional questions, the interpretation of Art. 50 of Treaty on European Union; the constitutional matters at national UK level; future relation between EU and UK and political bargaining behind such as all that. The question of impact on withdrawal on Euratom membership is somehow underrepresented. Present paper attempts to fill this gap and accelerate the scholarly debate on this matter globally, because all consequences of Brexit already have and will definitely give rise to more world-wide effects.

The Impact of Terrorism on Construction Industry in Iraq

2015 ◽  
Vol 3 (2) ◽  
pp. 69-84
Author(s):  
Wadhah Amer Hatem ◽  
Samiaah M. Hassen Al-Tmeemy
Keyword(s):  
Construction Industry ◽  
Construction Projects ◽  
Historical Data ◽  
Terrorist Attacks ◽  
Construction Sector ◽  
Statistical Procedures ◽  
Qualitative Approaches ◽  
Suicide Attacks ◽  
The Face ◽  
The Impact

     Suicide attacks, bombings, explosions became the part of daily life in Iraq. Consequently, the threat of terrorism put the Iraqi construction sector in the face of unique and unusual challenges that not seen on other countries. These challenges can have extensive impact on construction projects. This paper seeks to examine the impact of the terrorist attacks on construction industry and determine the extent to which the impact of terrorism on construction projects in terms of cost, schedule, and quality. This study adapted quantitative and qualitative approaches to collect data using questionnaire survey and interviews, as well as historical data. The study focused on projects that have been the target of terrorist strikes in Diyala governorate. A variety of statistical procedures were employed in data analysis. The results revealed the extent to which terrorist attacks impact construction projects in terms of cost, time, and quality. The results of this study will enhance the awareness of all construction parties to the impact of the terrorist attacks against construction projects. Eventually, this can develop a risk management assessment and assist contractors to properly protect projects and buildings to minimize injuries and fatalities in the event of terrorism.

„Arvīd, uz kurieni Tu aizgāji?”: Arvīda Griguļa personības loma Rakstnieku savienības vēsturē

2020 ◽  
pp. 74-84
Author(s):  
Madara Eversone
Keyword(s):  
20Th Century ◽  
Communist Party ◽  
Central Committee ◽  
State Archive ◽  
National Archives ◽  
Literary Heritage ◽  
Literary Process ◽  
Long Time ◽  
The Impact

The article aims to highlight the role of Arvīds Grigulis’ (1906–1989) personality in the Latvian Soviet literary process in the context of the Latvian Soviet Writers’ Union, attempting to discover the contradictions and significance of Arvīds Grigulis’ personality. Arvīds Grigulis was a long-time member of the Writers’ Union, a member of the Soviet nomenklatura, and an authority of the soviet literary process. His evaluations of pre-soviet literary heritage and writings of his contemporaries were often harsh and ruthless, and also influenced the development of the further literary process. The article is based on the documents of the Central Committee of the Latvian Communist Party, the Latvian Soviet Writers’ Union and the Communist Party local organization of the Latvian Soviet Writers’ Union that are available at the Latvian State Archive of the National Archives of Latvia, as well as memories of Grigulis’ contemporaries. It is concluded that the personality of the writer Arvīds Grigulis, although unfolding less in the context of the Writers’ Union, is essential for the exploration of the soviet literary process and events behind the scenes. The article mainly describes events and episodes taking place until 1965, when Arvīds Grigulis’ influence in the Writers’ Union was more remarkable. Individual and further studies should analyse changes and the impact of his decisions in the cultural process of the 70s and 80s of the 20th century.

The Impact of Blockholder Activism on the Information Environment of Stock Price

2017 ◽  
Author(s):  
Stephen mname Brown ◽  
Elaine mname Hutson ◽  
Michael mname Wang ◽  
Jin mname Yu
Keyword(s):  
Stock Price ◽  
Information Environment ◽  
The Impact

A Historical Data based Ensemble System for Efficient Stock Price Prediction

2019 ◽  
Vol 12 ◽  
Author(s):  
Vijay Kumar Dwivedi ◽  
Manoj Madhava Gore
Keyword(s):  
Stock Price ◽  
Prediction Models ◽  
Historical Data ◽  
Stock Exchange ◽  
Primary Objective ◽  
Lasso Regression ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Consistent Manner ◽  
Selection Operator

Background: Stock price prediction is a challenging task. The social, economic, political, and various other factors cause frequent abrupt changes in the stock price. This article proposes a historical data-based ensemble system to predict the closing stock price with higher accuracy and consistency over the existing stock price prediction systems. Objective: The primary objective of this article is to predict the closing price of a stock for the next trading in more accurate and consistent manner over the existing methods employed for the stock price prediction. Method: The proposed system combines various machine learning-based prediction models employing least absolute shrinkage and selection operator (LASSO) regression regularization technique to enhance the accuracy of stock price prediction system as compared to any one of the base prediction models. Results: The analysis of results for all the eleven stocks (listed under Information Technology sector on the Bombay Stock Exchange, India) reveals that the proposed system performs best (on all defined metrics of the proposed system) for training datasets and test datasets comprising of all the stocks considered in the proposed system. Conclusion: The proposed ensemble model consistently predicts stock price with a high degree of accuracy over the existing methods used for the prediction.

scholarly journals Building stock market resilience through digital transformation: using Google trends to analyze the impact of COVID-19 pandemic

2020 ◽  
Vol 14 (1) ◽  
Author(s):  
Ding Ding ◽  
Chong Guan ◽  
Calvin M. L. Chan ◽  
Wenting Liu
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Digital Transformation ◽  
Google Trends ◽  
Building Stock ◽  
Market Sentiment ◽  
Price Performance ◽  
Novel Coronavirus ◽  
The Impact

Abstract As the 2019 novel coronavirus disease (COVID-19) pandemic rages globally, its impact has been felt in the stock markets around the world. Amidst the gloomy economic outlook, certain sectors seem to have survived better than others. This paper aims to investigate the sectors that have performed better even as market sentiment is affected by the pandemic. The daily closing stock prices of a total usable sample of 1,567 firms from 37 sectors are first analyzed using a combination of hierarchical clustering and shape-based distance (SBD) measures. Market sentiment is modeled from Google Trends on the COVID-19 pandemic. This is then analyzed against the time series of daily closing stock prices using augmented vector autoregression (VAR). The empirical results indicate that market sentiment towards the pandemic has significant effects on the stock prices of the sectors. Particularly, the stock price performance across sectors is differentiated by the level of the digital transformation of sectors, with those that are most digitally transformed, showing resilience towards negative market sentiment on the pandemic. This study contributes to the existing literature by incorporating search trends to analyze market sentiment, and by showing that digital transformation moderated the stock market resilience of firms against concern over the COVID-19 outbreak.

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