Comparison between the Expert Systems of SAR and BOLL

2013 ◽  
Vol 850-851 ◽  
pp. 1106-1109 ◽  
Author(s):  
Hai Ping Huang ◽  
Xiao Ming Huang ◽  
Pin Wang
Keyword(s):  
Expert Systems ◽  
Transaction Cost ◽  
Annual Rate ◽  
Rate Of Return ◽  
Security Market ◽  
Profit Rate ◽  
Mass Data ◽  
Management Objectives ◽  
Statistical Experiments ◽  
Net Profit

This paper presents tests and comparisons between SAR and BOLL, tow security transaction expert systems, through statistical experiments, with the wining rate, annual rate of return and net profit rate as the management objectives, on basis of the mass data generated by the security market; the results suggest a ratio among the wining rate, annual return rate and net profit rate of the two as 0.876, 0.936 and 0.936 respectively, and the yearly numbers of transactions of SAR is 3.7 times more than that of BOLL. The lower rate of SAR is, as believed, a result of the higher transaction cost of it comparing with BOLL.

An Empirical Analysis on BOLL Expert System Based on Maximum Income

2013 ◽  
Vol 850-851 ◽  
pp. 1040-1043 ◽  
Author(s):  
Pin Wang ◽  
Hai Ping Huang
Keyword(s):  
Expert System ◽  
Expert Systems ◽  
Empirical Analysis ◽  
Annual Rate ◽  
Rate Of Return ◽  
Security Market ◽  
Profit Rate ◽  
Management Objectives ◽  
Statistical Experiments ◽  
Net Profit

This paper presents tests security transaction BOLL expert systems, through statistical experiments, with the wining rate, annual rate of return and net profit rate as the management objectives, on basis of the mass data generated by the security market; The results show that win rate value of BOLL expert system as high as 88.95%, and annual rate of return and net profit rate are 33.37% and 13.9% respectively. Compared with RSI expert system, the transaction times are only 52.09% of RSI expert system, which should be the true reason why the rate of turn of BOLL expert system is not high.

Discussion on the Anti-Trend Expert Systems of RSI, BIAS, KDJ and W&R

2014 ◽  
Vol 926-930 ◽  
pp. 3786-3789
Author(s):  
Xiao Ming Huang ◽  
Hai Ping Huang ◽  
Pin Wang
Keyword(s):  
Comparative Analysis ◽  
Expert System ◽  
Expert Systems ◽  
Real Data ◽  
Profit Margin ◽  
Rate Of Return ◽  
Statistical Experiment ◽  
Management Objectives ◽  
Net Profit ◽  
Securities Trading

Based on mass real data with the method of statistical experiment, this paper attempts to take the winning rate, annual rate of return and net profit margin as the management objectives for the comparative analysis on the strengths and weaknesses of the four systems of RSI, BIAS, KDJ and W&R among the securities trading software through testing, the results of which show that RSI expert system is the best one with its overall testing results superior to other anti-trend expert systems (MA, MACD, MTM). So it is suggested that investors should choose only RSI expert system.

On the W&R and RSI Expert Systems of Securities Software

2013 ◽  
Vol 433-435 ◽  
pp. 1685-1688 ◽  
Author(s):  
Pin Wang ◽  
Hai Ping Huang
Keyword(s):  
Expert System ◽  
Expert Systems ◽  
Open Data ◽  
Profit Margin ◽  
Rate Of Return ◽  
Annual Number ◽  
Statistical Experiment ◽  
Management Objectives ◽  
Net Profit ◽  
Securities Trading

Using the method of statistical experiment and based on real and open data of securities, the research conducted a test to the W&R and RSI expert system of securities trading software. Taking annual net profit margin, rate of return, and win rate as the management objectives, the research compared and analyzed the two similar reversal trend indicators on the basis of mathematic statistics theories, and achieved results that the annual rate of return and net profit margin of the RSI expert system are superior to that of the W&R expert system for 4.72 times, and that the annual number of trades of RSI is superior to that of W&R for 0.893 times.

scholarly journals Profitability analysis of hotel companies in the Republic of Serbia

2021 ◽  
Vol 9 (1) ◽  
pp. 121-134
Author(s):  
Aleksandra Mitrović ◽  
Snežana Knežević ◽  
Marko Milašinović
Keyword(s):  
Rate Of Return ◽  
Profit Rate ◽  
Return On Equity ◽  
Operating Profit ◽  
Profitability Analysis ◽  
Net Profit ◽  
The Republic ◽  
Profitability Ratios ◽  
A Company ◽  
Research Show

The purpose of the research is to examine the level and trends of profitability ratios of hotel companies operating in the Republic of Serbia in the period from 2016 to 2019. The research was conducted on a sample of 100 hotel companies, where profitability was measured by the operating profit rate, the net profit rate, the rate of return on total assets and the rate of return on equity. The results of the research show that the values of the used profitability indicators have increased in 2017 compared to 2016, but decreased in 2018 and 2019. Statistical analysis found that changes in the operating profit rate and net profit rate during the observed four-year period were not statistically significant, while the decline in the value of the rate of return on total assets in 2018 compared to 2017 and the decline in the rate of return on equity in 2018 compared to 2017 and in 2019 compared to 2018 was statistically significant. The results of the research can be important for (1) the management of a company, (2) its owners, because they enable gaining an insight into the level of profitability of entrusted companies, i.e. the companies that are in the ownership, and (3) investors and creators of tourism development policy.

“The lost decade”: an MPT perspective

2015 ◽  
Vol 41 (11) ◽  
pp. 1202-1220 ◽  
Author(s):  
Anthony Loviscek
Keyword(s):  
Design Methodology ◽  
Annual Rate ◽  
Rate Of Return ◽  
Average Risk ◽  
Monthly Data ◽  
Content Type ◽  
Core Set ◽  
Out Of Sample ◽  
Lost Decade ◽  
Practical Implications

Purpose – The purpose of this paper is to test the efficacy of an application of modern portfolio theory (MPT) from 2000 through 2009, a period during which the annual rate of return on the S & P 500 is negative. The financial media have called this period “the lost decade” for investors. Design/methodology/approach – Using monthly data, the author uses a series of annual out-of-sample tests to compare the risk-reward performances of MPT portfolios against those of the S & P 500. Findings – The author finds that the MPT portfolios outperformed the S & P 500. During the “lost decade”. They generated a cumulative return of over 77 percent compared to a cumulative return of −9.1 percent on the S & P 500. Moreover, the MPT portfolio β’s are low, ranging from 0.45 to 1.01, suggesting above-average risk-reward performances. Research limitations/implications – The MPT portfolios are relatively small, and might not be well diversified. That said, they comprise a core set of securities that could help investors achieve a risk-reward performance that exceeds that of the S & P 500. Practical implications – The results suggest that investors should not overlook the potential of MPT, despite its theoretical and practical limitations, to provide above-average returns at below-average risks. Originality/value – This is the first study to show the efficacy of MPT during a period in which it was criticized at having failed investors when they needed it most.

scholarly journals Analysis of Petroleum Downstream Industry Potential in Riau Province

2017 ◽  
Vol 2 (2) ◽  
pp. 178 ◽  
Author(s):  
Tomi Erfando ◽  
Ira Herawati
Keyword(s):  
Economic Analysis ◽  
Operating Cost ◽  
Production Capacity ◽  
Mineral Resources ◽  
Rate Of Return ◽  
Capacity Analysis ◽  
Product Analysis ◽  
Oil Processing ◽  
Net Profit ◽  
Investment Cost

Petroleum downstream industry in Riau Province is still not optimal. The data shows that from 98,892,755 barrels lifting oil each year only 62,050,000 barrels could be processed in refinery unit II Dumai operated by PT Pertamina. There is a potential of 35-40% of downstream industry. Indonesian Government through The Ministry of Energy and Mineral Resources declared the construction of a mini refinery to boost oil processing output in the downstream sector. A feasibility study of development plan mini refinery is needed. The study includes production capacity analysis, product analysis, development & operational refinery  analysis and economic analysis. The results obtained by the mini refinery capacity is planned to process crude oil 6000 BOPD with the products produced are gasoline, kerosene, diesel and oil. Investment cost consist of is capital cost US $ 104419784 and operating cost US $ 13766734 each year with net profit earned US $ 12330063/year and rate of return from investment 11.63%

scholarly journals PENGARUH KINERJA KEUANGAN TERHADAP RATE OF RETURN (ROR) PADA PERUSAHAAN PEMENANG AWARD TAHUN 2013-2015

2017 ◽  
Vol 6 (1) ◽  
Author(s):  
Apriyanti Apriyanti ◽  
Muhammad Agus Sudrajat
Keyword(s):  
Economic Value ◽  
Value Added ◽  
Sustainability Reporting ◽  
Rate Of Return ◽  
Significant Positive Effect ◽  
Screening Process ◽  
Return On Equity ◽  
Net Profit ◽  
Negative Effect ◽  
Positive Effect

This study aims to test empirically the financial performance measured through Return OnAssets (ROA), Return on Investment (ROI), Earning Per Share (EPS), Return On Equity (ROE),Operating Cash Flow (OCF), Net Profit Margin (NPM) and Economic Value Added (EVA) partially and simultaneously affect the Rate of Return (ROR). The population in this study are allaward winning companies namely Annual Report Award (ARA), Indonesian CSR Award (ICA),Indonesia Sustainability Reporting Awards (ISRA) year 2013-2015. The sampling techniqueused is purposive sampling, after passing through the screening process obtained 38 samples ofthe Company. The analize technique used is linear regression. The results showed that ROA hadsignificant negative effect; ROI, EPS, ROE, NPM have a significant positive effect; OCF has nosignificant negative effect; EVA doesn’t show any significant positive effect on ROR. Simultaneously ROA, ROI, EPS, ROE, OCF, NPM, EVA have significant positive effect to ROR.Keywords: EPS, EVA,NPM, OCF, ROR.

Analyses on W&R and BIAS Expert System of Stock-Market Software

2013 ◽  
Vol 433-435 ◽  
pp. 2391-2394 ◽  
Author(s):  
Hai Ping Huang ◽  
Pin Wang
Keyword(s):  
Expert System ◽  
Stock Market ◽  
Simulation Experiment ◽  
Return Rate ◽  
Profit Rate ◽  
Net Profit ◽  
Experiment Method ◽  
Stock Market Trading ◽  
Extensive Quantity ◽  
Factual Data

According to extensive quantity of public and factual data, this essay does tests on BIAS and W&R expert system of stock-market trading software in simulation experiment method, and compares their strength and weakness in the respect of mathematical statistics theory and Management objects, winning rate, annual return rate and net profit rate. The tests show that BIAS expert system is 2.58 times as good as W&R expert system in the items of annual return rate and net profit rate, 0.26 times in the item of the total number of trading. As a whole, BIAS expert system is superior to W&R expert system.

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