scholarly journals Do Annual Stock Price Effects of Extreme Cash Dividend Pay-Out Events Differ from Their Short Term Effects?

2015 ◽  
Author(s):  
J. Henk von Eije ◽  
Cal B. Muckley

2017 ◽  
Vol 22 ◽  
pp. 175-181 ◽  
Author(s):  
Andreas Oehler ◽  
Matthias Horn ◽  
Stefan Wendt


2003 ◽  
Vol 2 (1) ◽  
pp. 56
Author(s):  
R ZUCCHI ◽  
V CARNICELLI ◽  
S FRASCARELLI ◽  
F GUERRINI ◽  
S RONCATESTONI


2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.





Diabetes ◽  
2018 ◽  
Vol 67 (Supplement 1) ◽  
pp. 1040-P
Author(s):  
EMMA WOKS ◽  
MARTINE CLAUDE ETOA NDZIE ETOGA ◽  
RAICHA NAMBA ◽  
JEAN CLAUDE NJABOU KATTE ◽  
JEAN CLAUDE MBANYA ◽  
...  


Diabetes ◽  
1984 ◽  
Vol 33 (10) ◽  
pp. 995-1001 ◽  
Author(s):  
K. Perlman ◽  
R. M. Ehrlich ◽  
R. M. Filler ◽  
A. M. Albisser


2017 ◽  
Vol 24 (2) ◽  
pp. 74-89
Author(s):  
NGUYEN THI VAN ANH ◽  
NGUYEN XUAN TRUONG ◽  
DAO MAI HUONG


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