scholarly journals TECHNICAL ANALYZES OF DATA AND THE PREDICTION ON BVB REGARDING A MILK PRODUCT PROCESSING COMPANY

1970 ◽  
Vol 63 ◽  
Author(s):  
O. Ungur ◽  
Despina Maria Bordean ◽  
Luminita Pirvulescu ◽  
I. Gergen
Keyword(s):  
Market Price ◽  
Rate Of Change ◽  
Statistical Analyses ◽  
Milk Product ◽  
Technical Indicators ◽  
Price Data ◽  
Zero Line ◽  
Data Points ◽  
New Type ◽  
Price Movements

The aim of this study is to predict the development of market price movements using the most popular technical indicators on a new type of interpretation. Technical indicators are series of data points derived by applying a formula to the price data of a security what includes any combination of the open, high, low or close prices over a period of time. This analysis can help investors to anticipate what will happen to prices over the time. We study the evolution and prediction for company ALBALACT SA Alba Iulia, symbolized ALBZ which is in Exchange segment RASDAQ, part of BVB. We are proving that a better prediction could be done using a increasing number of indicators, or using statistical analyses of data. For that we are using an indicator named Rate-of-Change (ROC) which is a centered oscillator that fluctuates above and below zero line, completed with MVSP statistical analyze of data in order to predict the evolution of prices.

scholarly journals Editorial, special issue on “Advances in Robust Statistics”

METRON ◽  
2021 ◽  
Author(s):  
Marco Riani ◽  
Mia Hubert
Keyword(s):  
Statistical Methods ◽  
Robust Statistics ◽  
Statistical Analyses ◽  
Striking Feature ◽  
Special Issue ◽  
Current State ◽  
Editorial Special Issue ◽  
Data Points ◽  
Robust Statistical Methods

AbstractStarting with 2020 volume, the journal Metron has decided to celebrate the centenary since its foundation with three special issues. This volume is dedicated to robust statistics. A striking feature of most applied statistical analyses is the use of methods that are well known to be sensitive to outliers or to other departures from the postulated model. Robust statistical methods provide useful tools for reducing this sensitivity, through the detection of the outliers by first fitting the majority of the data and then by flagging deviant data points. The six papers in this issue cover a wide orientation in all fields of robustness. This editorial first provides some facts about the history and current state of robust statistics and then summarizes the contents of each paper.

scholarly journals ARIMA modelling of Lithuanian house price index

2015 ◽  
Vol 8 (1) ◽  
pp. 135-147 ◽  
Author(s):  
Arvydas Jadevicius ◽  
Simon Huston
Keyword(s):  
Housing Market ◽  
Market Price ◽  
House Price ◽  
Investment Strategy ◽  
Price Inflation ◽  
Price Changes ◽  
Content Type ◽  
Time Series Modelling ◽  
Price Movements ◽  
Modelling Approach

Purpose – This paper aims to investigate Lithuanian house price changes. Its twin motivations are the importance of information on future house price movements to sector stakeholders and the limited number of related Lithuanian property market studies. Design/methodology/approach – The study employs ARIMA modelling approach. It assesses whether past is a good predictor of the future. It then examines issues relating to an application of this univariate time-series modelling technique in a forecasting context. Findings – As the results of the study suggest, ARIMA is a useful technique to assess broad market price changes. Government and central bank can use ARIMA modelling approach to forecast national house price inflation. Developers can employ this methodology to drive successful house-building programme. Investor can incorporate forecasts from ARIMA models into investment strategy for timing purposes. Research limitations/implications – Certainly, there are number of limitations attached to this particular modelling approach. Firm predictions about house price movements are also a challenge, as well as more research needs to be done in establishing a dynamic interrelationship between macro variables and the Lithuanian housing market. Originality/value – Although the research focused on Lithuania, the findings extend to global housing market. ARIMA house price modelling provides insights for a spectrum of stakeholders. The use of this modelling approach can be employed to improve monetary policy oversight, facilitate planning for infrastructure or social housing as a countercyclical policy and mitigate risk for investors. What is more, a greater appreciation of Lithuania housing market can act as a bellwether for real estate markets in other trade-exposed small country economies.

The Reporting of Timber Market Prices

1987 ◽  
Vol 4 (3) ◽  
pp. 160-161
Author(s):  
Bruce R. Michie ◽  
Thomas Kametz
Keyword(s):  
Market Price ◽  
Private Landowners ◽  
Market Prices ◽  
Price Data ◽  
Reliable Source ◽  
Stumpage Price ◽  
Timber Market ◽  
Timber Markets

Abstract Timber market price reports make useful information available to private landowners. Insights regarding what information to include are discussed as well as what sources should provide that information. Basic definitions, explanations of how to interpret price data, and a description of local timber markets, would be helpful to landowners. Sawmills appear to be the most reliable source of Pennsylvania stumpage price data. North. J. Appl. For. 4:160-161, Sept. 1987.

scholarly journals Forecasting price movements using technical indicators: Investigating the impact of varying input window length

2017 ◽  
Vol 264 ◽  
pp. 71-88 ◽  
Author(s):  
Yauheniya Shynkevich ◽  
T.M. McGinnity ◽  
Sonya A. Coleman ◽  
Ammar Belatreche ◽  
Yuhua Li
Keyword(s):  
Window Length ◽  
Technical Indicators ◽  
Price Movements ◽  
The Impact

scholarly journals Problem of Companies Financial Analyses Derivatives Evaluation

2014 ◽  
Vol 5 (2) ◽  
pp. 717-722
Author(s):  
Abdullah Ibrahim Nazal
Keyword(s):  
Monetary Policy ◽  
Credit Risk ◽  
Market Price ◽  
Product Market ◽  
Price Risk ◽  
Currency Risk ◽  
Current Time ◽  
Financial Report ◽  
New Type ◽  
Financial Analyses

This article concentrates on derivatives evaluation in financial report. As result to search, derivatives have negative affection and positive affection practically. Derivatives have cost in current time but return in future is not clear because of expecting possibility. In spite of its cost it must give value to increase assets value or reduce liabilities value or reduce cost or reduce tax or make profit at time of making financial report. Negative affection comes from transfer risk of loss which transfers loosing responsibility it added new type of risk. By comparing between derivatives and traditional choices to face risk, there is different in evaluation as result to degree of responsibility, source of its value, Liquidity, currency risk, product market price risk, credit risk and linked with other selling contract risk. Searcher recommended to reduce ignorance by explains the real looser and looser ability to buy loss which limit derivatives transfer loss in order to make financial report useful. Its difficulty comes from promising to give product and promising to buy price in future regardless of loss which needs grantee to apply promising or give suitable compensation. Some things consider as standards may not accept expecting rules for pricing as some currencies price which just apply by monetary policy.

Rossby wave energy: a local Eulerian isotropic invariant

2021 ◽  
Author(s):  
Leo Maas ◽  
Rudolf Kloosterziel
Keyword(s):  
Point Source ◽  
Rate Of Change ◽  
Single Plane ◽  
Beta Plane ◽  
Potential Part ◽  
New Type ◽  
Spatio Temporal ◽  
Definition Of ◽  
Pseudo Potential

<p>Conservation laws relate the local<span>  </span>time-rate-of-change of the spatial integral of a density function to the divergence of its<span>  </span>flux through the boundaries of the integration domain. These provide integral constraints on the spatio-temporal development<span>  </span>of a field. Here we show<span>  </span>that<span>  </span>a new type of conserved quantity exists, that does not require integration over a particular domain but which holds locally,<span>  </span>at any point in the field.<span>  </span>This is derived for the pseudo-energy density of<span>  </span>nondivergent Rossby waves where<span>  </span>local invariance is obtained for (1) a single plane wave, and (2) waves produced by an impulsive point-source of vorticity.<span> </span></p><p>The definition of pseudo-energy used here<span>  </span>consists of a conventional kinetic part, as well as an unconventional pseudo-potential part, proposed by<span>  </span>Buchwald (1973).<span>  </span>The anisotropic nature of the nondivergent energy flux that appears in response to the point source further clarifies the role of the beta plane in the<span>  </span>observed western intensification of ocean currents.<span> </span></p>

Lingual Vibrotactile Magnitude-Estimation Scaling Using a Limited Set of Suprathreshold Stimulus Intensities

1994 ◽  
Vol 79 (1) ◽  
pp. 443-447
Author(s):  
Donald Fucci ◽  
Daniel Harris ◽  
Linda Petrosino ◽  
Molly Banks
Keyword(s):  
Magnitude Estimation ◽  
Statistical Analyses ◽  
The Other ◽  
Estimation Task ◽  
Magnitude Scaling ◽  
Data Points ◽  
Pure Research

The purpose of the present study was to assess feasibility of lingual vibrotactile suprathreshold testing with a limited number of intensities. 25 subjects ranging in age from 18 to 26 years ( M = 19 yr.) participated. Two magnitude-estimation scaling tasks were presented to each subject with 1 wk. between tasks. One magnitude-estimation task involved eight suprathreshold intensities and the other involved four. Statistical analyses showed that there was no difference in subjects' responses to the two scaling efforts. In pure research endeavors it might make sense to continue to obtain as many magnitude-scaling data points as possible, but practical prudence may dictate a limited set of suprathreshold intensities for efficiency and subjects' comfort.

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