scholarly journals Fuzzy Decision Mechanism for Stock Market Trading

2021 ◽  
Author(s):  
Yavuz ÇAPKAN ◽  
Erdi ŞENOL ◽  
Cenk ULU
Keyword(s):  
Stock Market ◽  
Fuzzy Decision ◽  
Decision Mechanism ◽  
Stock Market Trading

scholarly journals Artificial Intelligence Applied to Stock Market Trading: A Review

IEEE Access ◽  
2021 ◽  
Vol 9 ◽  
pp. 30898-30917 ◽  
Author(s):  
Fernando G. D. C. Ferreira ◽  
Amir H. Gandomi ◽  
Rodrigo T. N. Cardoso
Keyword(s):  
Artificial Intelligence ◽  
Stock Market ◽  
Stock Market Trading

Single step estimation of ARMA roots for non-fundamental nonstationary fractional models

2022 ◽  
Author(s):  
Ignacio N Lobato ◽  
Carlos Velasco
Keyword(s):  
Stock Market ◽  
Strong Evidence ◽  
Long Memory ◽  
Trading Volume ◽  
Moving Average ◽  
Single Step ◽  
Arma Process ◽  
Dow Jones Industrial Average ◽  
Fractional Models ◽  
Stock Market Trading

Abstract We propose a single step estimator for the autoregressive and moving-average roots (without imposing causality or invertibility restrictions) of a nonstationary Fractional ARMA process. These estimators employ an efficient tapering procedure, which allows for a long memory component in the process, but avoid estimating the nonstationarity component, which can be stochastic and/or deterministic. After selecting automatically the order of the model, we robustly estimate the AR and MA roots for trading volume for the thirty stocks in the Dow Jones Industrial Average Index in the last decade. Two empirical results are found. First, there is strong evidence that stock market trading volume exhibits non-fundamentalness. Second, non-causality is more common than non-invertibility.

scholarly journals Long Memory in Stock-Market Trading Volume

2000 ◽  
Vol 18 (4) ◽  
pp. 410-427 ◽  
Author(s):  
Ignacio N. Lobato ◽  
Carlos Velasco
Keyword(s):  
Stock Market ◽  
Long Memory ◽  
Trading Volume ◽  
Stock Market Trading

The price impact of options and futures volume in after-hours stock market trading

2013 ◽  
Vol 21 (1) ◽  
pp. 984-1007 ◽  
Author(s):  
Chuang-Chang Chang ◽  
Pei-Fang Hsieh ◽  
Hung-Neng Lai
Keyword(s):  
Stock Market ◽  
Price Impact ◽  
After Hours ◽  
Stock Market Trading
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