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Fuat Kosanoglu
The predictability of wind energy is crucial due to the uncertain and intermittent features of wind energy. This study proposes wind speed forecasting models, which employ time series clustering approaches and deep learning methods. The deep learning (LS...
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Constandina Koki, Stefanos Leonardos and Georgios Piliouras
We study the Bitcoin and Ether price series under a financial perspective. Specifically, we use two econometric models to perform a two-layer analysis to study the correlation and prediction of Bitcoin and Ether price series with traditional assets. In t...
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Sanjiv R. Das, Karthik Mokashi and Robbie Culkin
We examine the use of deep learning (neural networks) to predict the movement of the S&P 500 Index using past returns of all the stocks in the index. Our analysis finds that the future direction of the S&P 500 index can be weakly predicted by the...
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Grigoris Giannarakis,Christos Lemonakis,Asterios Sormas,Christos Georganakis
Pág. 155 - 160
The predictability of stock returns by investors has been a crucial issue updating over the time. The aim of this study is to investigate the effect of economic leading indicator of Baltic Dry Index (BDI) on stock returns of socially responsible stock in...
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Lya Paola Sierra,Luis Eduardo Girón,Carolina Osorio
Pág. 15 - 22
This article evaluates the hypothesis that returns of metal prices are unpredictable (i.e under the weak form Efficient Market Hypothesis). The possible effect that financialization in the commodity market has had in the predictability of this is also ev...
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Henri Siro Evrard,June Alisson Westarb Cruz
Pág. 59 - 92
The present work aims to verify the efficiency of factors of return in predicting stocks? returns traded in BM&FBovespa. Have been tested 39 models, grouping 16 variables in their totality, in families and in isolation. All the models have been tested us...
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Muhammad Iqbal,Buddi Wibowo
Pág. 335 - 348
Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequ...
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Chee-Ling Chin,Mohamad Jais,Sophee Sulong Balia,Ayoib Che Ahmad,Azlan Zainol Abidin
Pág. 153 - 165
Technical analysis is deemed to be a futile practice among academicians who propose efficient market hypothesis, typically the weak form market efficiency which strongly protests the application of past prices and trading volume data for prediction of fu...
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Chyi-Lun Chiou
Pág. 148 - 157
This article investigates the use of cash flow-fundamental ratio in forecasting stock market return and examines implications behind this ratio. By presuming the dynamics of cash flow-fundamental ratio I identify the relationship between economic uncerta...
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Acie S. Forrer, Donald A. Forrer
The United States financial crisis, starting with the credit boom of 2007 and ending with the failure of Lehman Brothers in September 2008, has led to a loss of confidence in the United States financial system. The Financial Crisis Inquiry Commission ind...
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