scholarly journals Stock Value Estimation using Linear Regression

2020 ◽  
Vol 8 (5) ◽  
pp. 1443-1446
Keyword(s):  
Linear Regression ◽  
Sentiment Analysis ◽  
Stock Prices ◽  
Efficient Market Hypothesis ◽  
Social Networking Site ◽  
Important Data ◽  
Stock Value ◽  
The Stability ◽  
The Many ◽  
Many Sources

Estimating the stock value is a tough task, because it depends more on value of stock and there`s no exact variable which is able to guess exactly a value of a stock every other day. What so Ever, Efficient Market Hypothesis said a stock vaue is crucially dependent upon new information. Many sources of info is the choice of the person in the social media.The choice of public on factory outlet from a specific firms can determine the stability of that particular firm and thus affect the decision of the many members to buy the company's stock. When using opinion as an important data, an appropriate analysis of that opinion is necessary. One of the well know example of using opinion as an important data is anbrief note of sentiments.Analysis of sentiment is a way to determine emotion within the choice of public about some reason, in the given case some of thecorporations goods. There is some way of analyzes of the sentiment required to guess stock prices. Bollen concludes on his research that with 87.6 per cent accuracy, interestin social networking site such as Twitter can guess DJIA interest. This shows a clear relationship between the analysis of sentiments and the stock values. Our goal in this research is to use simple sentiment analysis to forecast Indonesian stock market. Naïve Bayes and the algorithm Random Forest are used to identify tweet to measure a company's opinion. Sentiment analysis are used to display the stock value for the product. The prediction model is built using linear regression approach. Our research shows that predictive models are using before stock prices and hybrid feature as predictor provide the accurate prediction with determination coefficient of 0.9989 and 0.9983

scholarly journals Leveraging Cloud Computing and Microservices for Tweet Analysis

2021 ◽  
Vol 10 (11) ◽  
pp. 12-18
Author(s):  
Manoj Kumar Malik ◽  
Harsh S Malkani ◽  
Prinshu Dahiya
Keyword(s):  
Cloud Computing ◽  
Online Learning ◽  
Social Networking ◽  
Sentiment Analysis ◽  
Social Networking Site ◽  
Important Data ◽  
The Real

Internet has become a platform for online learning, exchanging ideas and sharing opinions. Social networking site like Twitter is a widely used platform where millions of tweets are tweeted every day and most of these tweets never reach their intended audiences and fail fulfill their purposes because they are lost in a huge sea of tweets that are often irrelevant. Analysis of a segment of tweets might not truly reflect the real sentiments of the overall tweets on a topic which is a challenge. To tackle this problem, we introduce efficient techniques with which tweets are extracted, translated and sentiment analysis is performed on both text and images. These results are shown graphically and tabularly with other useful and important data such as username and hashtags used in tweets. For controlled access and security, login and registration features are incorporated.

An Empirical Study on Efficient Market Hypothesis with reference to FMCG Sector

GIS Business ◽  
2020 ◽  
Vol 15 (1) ◽  
pp. 109-126
Author(s):  
Nitin Tanted ◽  
Prashant Mistry
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Abnormal Returns ◽  
Weak Form ◽  
Efficient Market Hypothesis ◽  
Controversial Issues ◽  
Efficient Market ◽  
Price Movements ◽  
Run Test ◽  
Stock Price Movements

One of the highly controversial issues in the area of finance is “Efficient Market Hypothesis”. Efficient Market Hypothesis states that, “In an efficient market, all available price information is reflected in the stock prices and it is not possible to generate abnormal returns compared to other investors.” A lot of studies conducted previouslyto test the Efficient Market Hypothesis, confirmed the theory until recent years, when some academicians found it to be non-applicable in financial markets. According to them, it is possible to forecast the stock price movements using Technical Analysis. The results of various studies have been inconclusive and indefinite about the issue. This study attempted to test the efficiency of FMCG Sector stocks in India in its weak form. For the study, closing prices of top 10 stocks from Nifty FMCG index has been taken for the 5-year period ranging from 1st October 2014 to 30th September 2019. Wald-Wolfowitz Run test has been used to test the haphazard movements in the stock price movements. The results indicated that FMCG sector stocks does support the Efficient Market Hypothesis and exhibit efficiency in its weak form. Hence, it is not possible to accurately predict the price movements of these stocks.

scholarly journals Twitter Sentiment Analysis towards COVID-19 Vaccines in the Philippines Using Naïve Bayes

Information ◽  
2021 ◽  
Vol 12 (5) ◽  
pp. 204
Author(s):  
Charlyn Villavicencio ◽  
Julio Jerison Macrohon ◽  
X. Alphonse Inbaraj ◽  
Jyh-Horng Jeng ◽  
Jer-Guang Hsieh
Keyword(s):  
Sentiment Analysis ◽  
Language Processing ◽  
Data Science ◽  
Naive Bayes ◽  
The Philippines ◽  
Naïve Bayes ◽  
Social Networking Site ◽  
Bayes Model ◽  
The Government ◽  
Processing Techniques

A year into the COVID-19 pandemic and one of the longest recorded lockdowns in the world, the Philippines received its first delivery of COVID-19 vaccines on 1 March 2021 through WHO’s COVAX initiative. A month into inoculation of all frontline health professionals and other priority groups, the authors of this study gathered data on the sentiment of Filipinos regarding the Philippine government’s efforts using the social networking site Twitter. Natural language processing techniques were applied to understand the general sentiment, which can help the government in analyzing their response. The sentiments were annotated and trained using the Naïve Bayes model to classify English and Filipino language tweets into positive, neutral, and negative polarities through the RapidMiner data science software. The results yielded an 81.77% accuracy, which outweighs the accuracy of recent sentiment analysis studies using Twitter data from the Philippines.

scholarly journals Children’s ability to edit their memories when learning about the environment from credible and noncredible websites

2021 ◽  
Vol 6 (1) ◽  
Author(s):  
Kim P. Roberts ◽  
Katherine R. Wood ◽  
Breanne E. Wylie
Keyword(s):  
Environmental Sustainability ◽  
Choice Test ◽  
Multiple Choice Test ◽  
Sources Of Information ◽  
Older Children ◽  
Inaccurate Information ◽  
The Many ◽  
The Individual ◽  
Many Sources ◽  
Website Content

AbstractOne of the many sources of information easily available to children is the internet and the millions of websites providing accurate, and sometimes inaccurate, information. In the current investigation, we examined children’s ability to use credibility information about websites when learning about environmental sustainability. In two studies, children studied two different websites and were tested on what they had learned a week later using a multiple-choice test containing both website items and new distracters. Children were given either no information about the websites or were told that one of the websites (the noncredible website) contained errors and they should not use any information from that website to answer the test. In both studies, children aged 7- to 9-years reported information from the noncredible website even when instructed not to, whereas the 10- to 12-year-olds used the credibility warning to ‘edit out’ information that they had learned from the noncredible website. In Study 2, there was an indication that the older children spontaneously assessed the credibility of the website if credibility markers were made explicit. A plausible explanation is that, although children remembered information from the websites, they needed explicit instruction to bind the website content with the relevant source (the individual websites). The results have implications for children’s learning in an open-access, digital age where information comes from many sources, credible and noncredible. Education in credibility evaluation may enable children to be critical consumers of information thereby resisting misinformation provided through public sources.

scholarly journals Stock Market Reaction to COVID-19: Evidence in Customer Goods Sector with the Implication for Open Innovation

2020 ◽  
Vol 6 (4) ◽  
pp. 99
Author(s):  
Zaky Machmuddah ◽  
St. Dwiarso Utomo ◽  
Entot Suhartono ◽  
Shujahat Ali ◽  
Wajahat Ali Ghulam
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Practical Implication ◽  
Efficient Market Hypothesis ◽  
Future Research ◽  
Observation Data ◽  
Economic Sectors ◽  
Significant Difference ◽  
Before And After ◽  
Long Term Impact

The coronavirus pandemic has spread all over the world, affecting both the health and economic sectors. The aim of this research was to observe stock prices of customer goods before and after the COVID-19 pandemic using event study and the comparison test. The sample included data of daily closing stock prices and volume of stock trade during the three months before (−90 days) and after (+90 days) the occurrence of the COVID-19 pandemic ongoing, totaling 2670 observation data both before and after the COVID-19 pandemic, for a total of 5340. The research findings indicate a significant difference between the daily closing stock price and volume of stock trade before and after the COVID-19 pandemic. The current research has both theoretical and practical implications: the findings strengthen the efficient market hypothesis, which states that the more complete the provided information, the more efficient the market. The practical implication is that investors should be careful when choosing to invest. Investors should choose customer goods sector companies that provide products that are much needed by customers, for example, pharmacy, food, beverages, etc. Future research is needed to investigate the long-term impact of the pandemic on the economy.

scholarly journals A new noise detected in the ocean

2007 ◽  
Vol 87 (5) ◽  
pp. 1255-1256 ◽  
Author(s):  
Angel Guerra ◽  
Xavier Martinell ◽  
Angel F. González ◽  
Michael Vecchione ◽  
Joaquin Gracia ◽  
...  
Keyword(s):  
Ambient Noise ◽  
Sound Production ◽  
Biological Activities ◽  
Physical Processes ◽  
Defensive Strategy ◽  
Reflection And Refraction ◽  
Turbulent Pressure ◽  
In The Wild ◽  
The Many ◽  
Many Sources

Many observers have noted that the sea is full of loud sounds, both ongoing and episodic. Among the many sources of natural ambient noise are wave action, physical processes such as undersea earthquakes, and biological activities of shrimps, fish, dolphins and whales. Despite interest by acoustics experts, sound production by cephalopods has been reported only twice, both involving squid. The ‘faint poppings’ produced were thought to result from fluttering of the thin external lips of the squid's funnel while water is being expelled through it. Otherwise, no information is available on cephalopod sounds. Here we present a noise produced by a stressed common octopus. The event was filmed and recorded in the wild. The hypothesis we offer to explain how this sound was produced is cavitation, which has been documented in several biological systems. In our case, the water expelled through the funnel may have created a jet with a velocity so high that the turbulent pressure dropped locally below the vapour pressure of the water. Seawater contains gas microbubbles, which will grow in size when they are entrained in the region of low pressure. Subsequently, the bubbles collapse violently when pressure rises again. The sound produced by the octopus is like a gunshot, and distinct lights observed at the same time contradict the existence of a simple pressure wave and point to the possible presence of gas-bubbles, which would change the light intensity by reflection and refraction of the sunlight. This behaviour seems to be a defensive strategy to escape from vibration-sensitive predators.

Consumer Behavior Changes Post Pandemic Covid-19

2020 ◽  
Vol 2 (2) ◽  
pp. 84-89
Author(s):  
Tati Maryati
Keyword(s):  
Consumer Behavior ◽  
Eating Habits ◽  
Supply And Demand ◽  
Health Economy ◽  
Behavior Changes ◽  
The World ◽  
The Stability ◽  
The Many ◽  
New Consumer ◽  
At Home

The Corona virus or Covid-19 which is unexpected will come to us, has an impact on health, economy and also humanity throughout the world and is able to fundamentally change the world. Supplements are disrupted because production is stopped, retail stores close, causing consumers to change their behavior, which had previously gone offline shopping. Not just shopping, when a pandemic, the way of thinking becomes different. Consumers around the world are looking for products and brands through new ways and new habits are formed. Online transactions focus more on basic products to make ends meet. The fact that Covid-19's anti-virus has not been found raises concerns about disrupted health and the Government's regulation to work and stay at home also raises concerns about disrupted businesses. Differences from habits and interests or preferences that are different for each person, provide different responses to the problems faced and solutions for the future. The habit of shopping offline has a tendency to continue for complementary products while food products are more directed towards offline. The rest eating habits at home can be continued because it provides more hygiene guarantees. The new habit of holding online meetings with distant relatives or colleagues will be increasingly considered given the many more positive things that can be obtained. Likewise with work problems, working from home is more interesting to consider because it is more efficient and effective and the results can be more productive. This new consumer behavior is adjusted to provide satisfaction for many parties, with the assistance of institutions or governments that oversee the security of supply and demand and maintain the stability of both. 

Testing the weak form of efficient market hypothesis for socially responsible and Shariah indexes in the USA

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Abbas Khan ◽  
Muhammad Yar Khan ◽  
Abdul Qayyum Khan ◽  
Majid Jamal Khan ◽  
Zia Ur Rahman
Keyword(s):  
Stock Prices ◽  
Arima Model ◽  
Weak Form ◽  
Efficient Market Hypothesis ◽  
Future Price ◽  
Short Term ◽  
Socially Responsible ◽  
Efficient Market ◽  
Content Type ◽  
The Us

Purpose By testing the weak form of efficient market hypothesis (EMH) this study aims to forecast the short-term stock prices of the US Dow and Jones environmental socially responsible index (SRI) and Shariah compliance index (SCI). Design/methodology/approach This study checks the validity of the weak form of EMH for both SCI and SRI prices by using different parametric and non-parametric tests, i.e. augmented Dickey-Fuller test, Philip-Perron test, runs test and variance ratio test. If the EMH is invalid, the research further forecasts short-term stock prices by applying autoregressive integrated moving average (ARIMA) model using daily price data from 2010 to 2018. Findings The research confirms that a weak form of EMH is not valid in the US SRI and SCI. The historical data can predict short-term future price movements by using technical ARIMA model. Research limitations/implications This study provides better guidance to risk-averse national and international investors to earn higher returns in the US SRI and SCI. This study can be extended to test the EMH of Islamic equity in the Middle East and North Africa region and other top Islamic indexes in the world. Originality/value This study is a new addition to the existing literature of equity investment and price forecasting by comparing and investigating the market efficiency of two interrelated US SRI and SCI.

Coating of Particles in Spouted Bed: Flow Regime and Stability

2010 ◽  
Vol 660-661 ◽  
pp. 573-579
Author(s):  
J.L. Vieira Neto ◽  
J.E. Borges ◽  
Claudio Roberto Duarte ◽  
Marcos A.S. Barrozo
Keyword(s):  
Power Spectrum ◽  
Pressure Fluctuations ◽  
Flow Regimes ◽  
Main Flow ◽  
Agricultural Products ◽  
Soybean Seeds ◽  
Spouted Bed ◽  
Cyclical Motion ◽  
The Stability ◽  
The Many

The coating and encapsulating of particles presents many applications in the chemical, pharmaceutical, food and agricultural products industries. Among the many applications of seeds coating, the enlargement of small seeds is included in order to facilitate the planting, the addition of herbicides, fungicides, fertilizers, micronutrients and inoculation. The spouted bed has often been used in studies related to the coating of particles, due to the cyclical motion of the material, which promotes a fast axial mixture of particles and an excellent gas-particle contact. In this work, the coating of soybean seeds with inoculum and micronutrients in spouted bed has been studied. The different flow regimes were investigated using the pressure fluctuations and power spectrum. The results of the present work showed that it was possible to identify the main flow regimes and to analyze the influence of the coating in the stability of those regimes.

scholarly journals NECESSITY TO IMPROVE THE MATHEMATICAL MODEL OF FREIGHT CARS TO STUDY CASES OF ITS DERAILMENTS

2020 ◽  
pp. 442-451
Author(s):  
А.V. Batig ◽  
A. Ya. Kuzyshyn
Keyword(s):  
Mathematical Model ◽  
Mathematical Models ◽  
Computer Experiment ◽  
Rolling Stock ◽  
Software Systems ◽  
Freight Car ◽  
The Stability ◽  
The Many ◽  
The Impact ◽  
The Mathematical Model

One of the most important problems that pose a serious threat to the functioning of railways is the problem of freight cars derailment. However, according to statistics, the number of cases of the derailments of freight cars in trains annually grows. Тo prevent such cases, the necessary preventive measures are developed, and to study the causes of their occurrence, a significant number of mathematical models, programs and software systems created by leading domestic and foreign scientists. Studies of such mathematical models by the authors of this work have led to the conclusion that they are not sufficiently detailed to the extent that it is necessary for analyze the reasons of its derailment. At the same time, an analysis of the causes of the rolling stock derailments on the railways of Ukraine over the past five years showed that in about 20 % of cases they are obvious, and in 7 % of cases they are not obvious and implicitly expressed. The study of such cases of rolling stock derailment during an official investigation by the railway and during forensic railway transport expertises requires the use of an improved mathematical model of a freight car, which would allow a quantitative assessment of the impact of its parameters and rail track on the conditions of railway accidents. Therefore, taking into account the main reasons that caused the occurrence of such railroad accidents over the last five years on the railways of Ukraine, the article selected the main directions for improving the mathematical model of a freight car, allowing to cover all the many factors (explicit and hidden) and identify the most significant ones regarding the circumstances of the derailment rolling stock off the track, established on the basis of a computer experiment. It is proposed in the mathematical model of a freight car to take into account the guiding force, the value of which is one of the main indicators of the stability of the rolling stock. The authors of the article noted that not taking into account the influence of the guiding forces on the dynamics of the freight car can lead to an erroneous determination of the reasons for the rolling stock derailment or even to the impossibility of establishing them.

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