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Journal articles on the topic 'Absolute financial indices'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Zinenko, Anna, and Alena Stupina. "Financial time series forecasting methods." ITM Web of Conferences 59 (2024): 02005. http://dx.doi.org/10.1051/itmconf/20245902005.

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The paper presents the development of time series forecasting algorithms based on the Integrated Autoregressive Moving Average Model (ARIMA) and the Fourier Expansion model. These models were applied to non-stationary time series of stock quotes after bringing these series to a stationary form. In the paper, ARIMA and Fourier Expansion model were constructed, using Python development environment. The developed algorithms were tested on Russian and American stock indices using the Mean Absolute Percentage Error metric.

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Shah, N. A., and N. A. N. Ariffin. "Performance of geometric Brownian motion (GBM) with various volatility measurement models in forecasting market indices." Mathematical Modeling and Computing 12, no. 1 (2025): 221–32. https://doi.org/10.23939/mmc2025.01.221.

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Many investors use market indices to manage their portfolios and keep track of the financial markets. Forecasting financial trends in a complex market is a critical factor for investors. Given how challenging and unpredictable future predictions can be, forecasting market indices cannot rely solely on regular patterns based on technical analysis. Therefore, this paper proposes a way to forecast future market indices of Financial Times Stock Exchange (FTSE) Bursa Malaysia Kuala Lumpur Stock Exchange Composite Index (KLCI) and MSCI All Country World Index (ACWI) by using geometric Brownian motio

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3

Жилкина and Anna ZHilkina. "Graphical Method of Financial Analysis As Effective Instrument for Real Economy’s Financial Management." Administration 3, no. 4 (2015): 10–17. http://dx.doi.org/10.12737/16692.

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The paper is devoted to questions related to financial analysis’s graphical method development, the necessity for which has arisen from organizations management need in the objective and comprehensive information on these organizations’ financial status. The offered graphic way of book-keeping report indices visualization as a special diagram hereinafter called the balancegram allows estimate organization’s financial status in general, and the special balancegrams for each object allow make it even by those managers who had not a special financial training. Perfor

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4

Guo, Yalong, and Jun Wang. "Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method." Mathematical Problems in Engineering 2011 (2011): 1–13. http://dx.doi.org/10.1155/2011/253523.

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We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present paper, the empirical research is made to describe ensembles and specifics of stock price returns for global stock indices, and the corresponding Zipf distributions are given. First we study the fluctuation behavior of global stock markets by(m,k)-Zipf method. Then we consider a dynamic stock price model, and we analyze the absolute frequencies and the relative frequencies for this financial model. Further, the Zipf distributions of returns for SSE Composite Index are studied for different time

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Romash, Kyrylo, and Evelina Kamyshnykova. "THE IMPACT OF MAJOR STOCK INDICES ON BITCOIN PRICE FLUCTUATIONS." Economic scope, no. 200 (May 9, 2025): 320–24. https://doi.org/10.30838/ep.200.320-324.

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This article examines the influence of the major stock indices' value on Bitcoin price fluctuations. The study focuses on the correlation between the absolute value of Bitcoin and the daily closing prices of leading stock market indices — namely, the S&P 500, Nasdaq Composite, and Dow Jones Industrial Average — based on daily time series data from 2020 to 2025. The paper spotlights the correlation analysis between the dynamics of daily changes (increases or decreases) in the closing prices of these indices and the corresponding changes in the price of Bitcoin over the same time frame. The

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Bivainis, Juozas, and Kristina Garškaitė-Milvydienė. "The System of Diagnostics of Bankruptcy Threat to the Enterprises." Business: Theory and Practice 11, no. (3) (2010): 204–12. https://doi.org/10.3846/btp.2010.23.

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The prepared system of diagnostics of bankruptcy threat to the enterprises, is presented in the article. . Herein, bankruptcy, threatening the enterprises, is being diagnosed as per three stages, i.e. the condition of the enterprise and the reasons, which have determined such condition, are being gradually concretized. The financial condition of the enterprises and the threat of bankruptcy are being evaluated at the first stage by applying the integrated model, which assists in achieving the generalized evaluation of the condition. The relative financial indices of the enterprise are being ana

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Batu, Barın,. "Investigating Performance of ESN’s in Forecasting Financial Metrics When Compared To Traditional RNN Types." International Journal of Social Science and Economic Research 09, no. 06 (2024): 1950–82. http://dx.doi.org/10.46609/ijsser.2024.v09i06.023.

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This research investigates the performance of Echo State Networks (ESN) in forecasting financial metrics and compares their effectiveness against traditional recurrent neural network (RNN) architectures like Long Short-Term Memory (LSTM) networks and Gated Recurrent Units (GRU), as well as Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) models. By analyzing datasets sourced from Yahoo Finance for various financial indices, exchange-traded funds and stocks over five years, this study examines the accuracy, and structural simplicity of ESNs in predicting close prices, daily vo

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ALLEN, DAVID E., MICHAEL McALEER, ROBERT J. POWELL, and ABHAY K. SINGH. "NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS." Annals of Financial Economics 13, no. 02 (2018): 1850008. http://dx.doi.org/10.1142/s2010495218500082.

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This paper presents an application of a recently developed approach by Matteson and James ( 2014 ) for the analysis of change points in a dataset, namely major financial market indices converted to financial return series. The general problem concerns the inference of a change in the distribution of a set of time-ordered variables. The approach involves the non-parametric estimation of both the number of change points and the positions at which they occur. The approach is general and does not involve assumptions about the nature of the distributions involved or the type of change beyond the as

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Rodrigo, Dinushiya S., and Kavishka T. Rajapaksha. "Short – Term Forecasting for Daily Stock Market Indices using Discrete Fourier Transforms." International Journal of Research and Innovation in Social Science VII, no. XI (2023): 2039–44. http://dx.doi.org/10.47772/ijriss.2023.7011163.

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The stock market indices are used to gauge the financial movements in the stock markets. If the index rises, the market is growing, and if it falls, the market is declining. The only stock exchange in Sri Lanka is operated by the Colombo Stock Exchange (CSE). Its two primary stock market indices are All Share Price Index (ASPI) and Standard & Poor’s Sri Lanka 20 (S&P SL20). Market indices provide information to investors. So, they can predict the risks and returns of their investments. While ASPI forecasts assist investors in understanding the future direction of the entire market, S&a

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Purnaningrum, Evita, and Rina Fariana. "DYNAMIC ENSEMBLE TIME SERIES FOR PREDICTION MAJOR INDICES IN ASEAN." Indonesian Journal of Social Research (IJSR) 4, no. 1 (2022): 54–62. http://dx.doi.org/10.30997/ijsr.v4i1.171.

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World financial markets have been affected and depressed during the COVID-19 pandemic; all-digital capital market transactions experienced a sharp decline. No exception is the dynamics of capital markets in ASEAN countries. The uncertainty of the impact of the ASEAN Pandemic encourages stock price forecasting to reduce investment risk. It is also a topic that is consistently enthusiastically discussed in economic forums. This article applied stock price changes in five major ASEAN countries one year after the Coronavirus. Dynamic ensemble method that combines various predictive models to impro

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Fedotova, M. A., T. V. Tazihina, and A. S. Maltsev. "QUANTITATIVE METHODS OF FINANCIAL STABILITY DEPENDENCE ON THE COMPANY VALUE." Strategic decisions and risk management, no. 2 (October 25, 2014): 52–62. http://dx.doi.org/10.17747/2078-8886-2014-2-52-62.

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The topics related to the financial stability assessment and market valuation of a business have received a detailed coverage in contemporary literature. However no approaches in meth-odology have been elaborated that would enable the quantitative assessment of the degree to which the financial stability indices and the market value of the company are linked together. Therefore, the econometric modelling of the dependence assessment between the cost factors and financial stability indicators poses a task relevant to present-day challenges.The authors of the article present the proof that the c

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Azman, Shafiqah, Dharini Pathmanathan, and Vimala Balakrishnan. "A two-stage forecasting model using random forest subset-based feature selection and BiGRU with attention mechanism: Application to stock indices." PLOS One 20, no. 5 (2025): e0323015. https://doi.org/10.1371/journal.pone.0323015.

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The heteroscedastic and volatile characteristics of stock price data have attracted the interest of researchers from various disciplines, particularly in the realm of price forecasting. The stock market’s non-stationary and volatile nature, driven by complex interrelationships among financial assets, economic developments, and market participants, poses significant challenges for accurate forecasting. This research aims to develop a robust forecasting model to improve the accuracy and reliability of stock price predictions using machine learning. A two-stage forecasting model is introduced. Fi

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Sai Saran., Polamolu Manikanta, Dr Nagaratna P Hegde, Dr Sireesha Vikkurty, and Cheedalla Rahul. "Stock Market Forecasting Using an Integrated Neural Network Strategy with Feature Engineering." International Scientific Journal of Engineering and Management 04, no. 07 (2025): 1–9. https://doi.org/10.55041/isjem04839.

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Stock index closing price prediction remains a difficult task due to the non-linear and volatile nature of financial time series data. This study suggests a Hybrid Deep Learning with Feature Engineering (HDLFE) model that combines Long Short-Term Memory (LSTM) networks with dense layers to improve the accuracy of predictions. The architecture is designed with two stacked LSTM layers and two dense layers, with dropout layers in between to prevent overfitting— one of the major pitfalls in conventional prediction models. The HDLFE model is trained and validated on historical closing price data of

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Taliento, Marco, Christian Favino, and Antonio Netti. "Impact of Environmental, Social, and Governance Information on Economic Performance: Evidence of a Corporate ‘Sustainability Advantage’ from Europe." Sustainability 11, no. 6 (2019): 1738. http://dx.doi.org/10.3390/su11061738.

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Both UN Agenda 2030 and the Directive n. 2014/95/EU have recently promoted a marked improvement in sustainability disclosure, especially for larger companies or groups. Starting from this premise, we carried out an original study on the financial materiality of the E-S-G (environmental, social and governance) information of primary companies listed on major European indices in Belgium, France, Germany, Italy and Spain (BEL, CAC, DAX, FTSE-MIB, IBEX). Within the Stakeholder Theory and the Corporate Social Responsibility (CSR)–Corporate Social Perfomance (CSP) framework, our empirical analysis e

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Варналій, З. С., та А. М. Мехед. "ТЕОРЕОТИКО-МЕТОДИЧНІ ПІДХОДИ ДО ОЦІНКИ ФІНАНСОВОЇ БЕЗПЕКИ СУБ'ЄКТІВ ПІДПРИЄМНИЦТВА". Наукові записки Львівського університету бізнесу та права. Серія економічна. Серія юридична, № 32 (30 березня 2022): 203–11. https://doi.org/10.5281/zenodo.6639106.

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The key result of the business entity is the indicators of its financial condition, which signal the level of financial security established at the enterprise. However, the difficulty of assessing the level of financial security of business entities is complicated by the lack of a unified approach to the assessment of financial security. This, in turn, makes it difficult to choose indicators that serve as criteria for assessing the financial security of the enterprise and determining indicators of levels of financial security of the enterprise. The paper examines various scientific approaches

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Rashid, Abdul, and Maurizio Intartaglia. "Financial development – does it lessen poverty?" Journal of Economic Studies 44, no. 1 (2017): 69–86. http://dx.doi.org/10.1108/jes-06-2015-0111.

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Purpose The purpose of this paper is to empirically examine the impact of financial development on poverty reduction in developing countries. The paper also investigates whether financial development affects poverty via institutional quality and GDP growth. Design/methodology/approach To take into account the dynamics nature of panel data and country-specific effects, the authors use a two-step system GMM estimator. The authors also employ a large array of measures of financial development in order to check the robustness of the results. The analysis is carried out for a sample of developing c

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Grubišić, Zoran, Sandra Kamenković, and Tijana Kaličanin. "Comparative Analysis of the Banking Sector Competitiveness in Serbia and Montenegro." Journal of Central Banking Theory and Practice 10, no. 1 (2021): 75–91. http://dx.doi.org/10.2478/jcbtp-2021-0004.

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Abstract Central banks often use certain concentration indices in their official reports to determine the degree of intensity of competition, of which the most common are the concentration ratio and the Herfindahl-Hirschman index. It is important to emphasize that when calculating the value of these indices, the National Bank of Serbia most often uses the absolute value of assets. In addition to the mentioned indices, the values of the Gini coefficient, Entropy coefficient, Rosenblatt index and graphical representation of the Lorenz curve in the period 2015–2019 are presented in this paper, us

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Kravchuk, Igor. "Performance of Equity Fund Investment Strategies in Poland." Sustainability 14, no. 20 (2022): 13078. http://dx.doi.org/10.3390/su142013078.

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The modern development of the investment funds industry is underpinned by the understanding of the efficiency and quality of asset management regarding the use of various investment strategies. The purpose of the article is to examine investment strategy performance in equity funds domiciled in Poland using standard relative and absolute measures. The proposed method uses the Sharpe ratios, the Treynor ratio and the Jensen ratios. The research covers investment funds, spanning the period 2017–2021. The study (using the Sharpe and Traynor ratios) finds that the financial instruments for investm

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19

Kin, Wan Cheong, Choo Wei Chong, Annuar Md Nassir, Muzafar Shah Habibullah, and Zulkornain Yusop. "Volatility Forecasting Performance of Smooth Transition Exponential Smoothing Method: Evidence from Mutual Fund Indices in Malaysia." Asian Economic and Financial Review 11, no. 10 (2021): 829–59. http://dx.doi.org/10.18488/journal.aefr.2021.1110.829.859.

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This paper aims to empirically compare the performance of the smooth transition exponential smoothing (STES) method against the well-known generalized autoregressive conditional heteroskedasticity (GARCH) model in one-step-ahead volatility forecasting. While the GARCH model captured most of the stylized facts of the financial time series, threats of outliers in the leptokurtic distributed series remain unresolved. The study compared volatility forecasting performance of a total of 22 models and methods comprising STES, GARCH, and some ad-hoc forecasting. The daily returns of seven mutual fund

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Ahn, Byeong-il. "Investigation of asymmetric impulse responses between average consumption propensity and average food consumption propensity of household in Korea." Agricultural Economics (Zemědělská ekonomika) 65, No. 9 (2019): 415–24. http://dx.doi.org/10.17221/287/2018-agricecon.

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Average consumption propensity (ACP) and average food consumption propensity (AFCP) are important indices for implementing macroeconomic and food policies. The present paper investigates the existence of asymmetric responses of ACP and AFCP to positive and negative shocks of each series in Korea. According to the estimation results of the Structural Vector Autoregression (SVAR) model, ACP and AFCP are analysed to have asymmetric responses to negative and positive shocks, regardless of whether the shock is imposed on the own or on the other series. The derived absolute values of the responses i

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Marisetty, Nagendra. "Evaluating the Efficacy of GARCH Models in Forecasting Volatility Dynamics Across Major Global Financial Indices: A Decade-long Analysis." Journal of Economics, Management and Trade 30, no. 9 (2024): 16–33. http://dx.doi.org/10.9734/jemt/2024/v30i91238.

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This study investigates the volatility dynamics of five major global financial indices—FTSE 100, Hang Seng, NIKKEI 225, NSE 50, and S&P 500—using a range of GARCH models over a ten-year period from January 1, 2014, to December 31, 2023. The analysis involves preprocessing the data to ensure stationarity, calculating log returns, and conducting stationarity and ARCH effect LM tests. Various GARCH models, including GARCH (0,1), GARCH (1,1), GARCH (1,2), and GARCH (2,2), are applied to capture and forecast volatility. The study aims to determine the most effective model for accurately reflect

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Chernova, N. L., and O. Y. Poliakova. "Fair Value Accounting Model for Stock Indices." PROBLEMS OF ECONOMY 1, no. 47 (2021): 169–77. http://dx.doi.org/10.32983/2222-0712-2021-1-169-177.

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When forming the risk portion of an investment portfolio, one may include into it both stocks of individual companies representing different sectors of the economy in different regions, and derivative financial instruments, such as futures on stock indices. The latter are an excellent instrument for investing in a country's stock, eliminating the necessity for the investor to solve the non-trivial problem of determining the optimal set of attractive assets, because, as a rule, the stock index includes the most successful companies in most industries. If one only decides to include stock indice

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Gaspareniene, Ligita, Greta Gagyte, Rita Remeikiene, and Snieguole Matuliene. "Clustering of the European Union member states based on money laundering measuring indices." Economics & Sociology 15, no. 2 (2022): 153–71. http://dx.doi.org/10.14254/2071-789x.2022/15-2/10.

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The number of enforcement actions and fines for non-compliance with anti-money laundering (AML) regulations continues climbing year after year, and the year 2021 was no exception to this tendency. Globally, authorities remain harsh, and AML fines in Europe, the United States, and the United Kingdom have been increasing (Global Anti-Money Laundering Regulations, 2021). According to the UN estimations, the amount of money annually laundered worldwide amounts to 2–5% of the world’s Gross Domestic Product (GDP), or in absolute numbers - to 800 billion-2 trillion US dollars. Such high figures indic

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Radovic, Milivoje, Milena Radonjic, and Jovan Djuraskovic. "Central Bank Independence – The Case of the Central Bank of Montenegro." Journal of Central Banking Theory and Practice 7, no. 3 (2018): 25–40. http://dx.doi.org/10.2478/jcbtp-2018-0021.

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Abstract In recent decades, there has been a trend in increasing the level of independence of central banks. The key factor that has contributed to a growing interest in this concept is grounded in economic theory that confirms the link between a lower inflation rate and a greater level of central bank independence. For this reason, in many countries, the existing regulations relating to central bank have been modified to protect its position from the absolute influence of the executive power of the state. This trend was particularly prevalent in transition countries, which was conditioned pri

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Kashif Beg. "Comparative Analysis of Machine Learning Models for Sectoral Volatility Prediction in Financial Markets." Journal of Information Systems Engineering and Management 10, no. 31s (2025): 837–46. https://doi.org/10.52783/jisem.v10i31s.5137.

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A crucial aspect of financial markets is volatility forecasting, which enables analysts, investors, and policymakers to assess risk, optimize portfolios, and develop trading plans. This research investigates which machine learning (ML) model is best fit for predicting sectoral volatility. Comparing models like Random Forest, Gradient Boosting, Neural Networks, and Support Vector Regression, we apply historical data from 2012 to 2024 from eleven different sectors or industries including FMCG, Energy, Financial Services, auto etc. The research is unique in terms of holistic view of all Indian se

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Dani, Andrea Tri Rian, and Fachrian Bimantoro Putra. "Time Series Modeling with Intervention Analysis to Evaluate of COVID-19 Impact on the Stock Markets in Indonesia and Global." Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi 13, no. 1 (2025): 113–26. https://doi.org/10.37905/euler.v13i1.31081.

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The COVID-19 pandemic began in December 2019 and led to significant disruptions in global financial markets. This study investigates the impact of the pandemic on stock indices in Indonesia (IHSG), the United States (DJI), and South Korea (KOSPI) using intervention analysis with a step function, which is designed to model permanent shifts in time series data following external shocks. Unlike traditional models such as ARIMA that assume data continuity, intervention models, particularly those using step functions, are highly suitable for assessing long-term economic disruptions and structural b

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Horvathova, Jarmila, and Martina Mokrisova. "Integrated performance measurement system for Slovak heating industry: A balanced scorecard approach." Problems and Perspectives in Management 21, no. 3 (2023): 393–407. http://dx.doi.org/10.21511/ppm.21(3).2023.32.

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The prerequisite for businesses’ success, competitiveness, and non-bankruptcy is their performance. An effective performance measurement system is a suitable tool for measuring and improving business performance. The development in performance measures moved from financial measures focused on company profitability to measurement systems combining different methods, approaches, and tools. The paper aims to identify key performance indicators for Slovak heating companies based on the developed integrated performance measurement system. The analysis sampled 292 Slovak companies within SK NACE 35

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Хайрутдинов, Ильдус Ринатович. "Comparative Analysis of Finance Indicators of Leading Petrochemical Companies of Russia, Saudi Arabia and USA." ЖУРНАЛ ПРАВОВЫХ И ЭКОНОМИЧЕСКИХ ИССЛЕДОВАНИЙ, no. 1 (March 15, 2020): 98–104. http://dx.doi.org/10.26163/gief.2020.36.26.017.

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В условиях трансформации мировой нефтехимической отрасли, ее состояние в каждой стране можно оценить, проанализировав финансовое состояние компаний-лидеров. Сравнение по основным финансовым показателям показывает в каком направлении движутся компании, как они отреагировали на падение цен на энергоресурсы и позволяет проанализировать их перспективы развития. В статье, на основе официальных данных из финансовых отчетов компаний, представлен сравнительный анализ компаний-лидеров по абсолютным и относительным показателям, с оценкой причин роста и падения основных финансовых результатов. While glob

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Demilkhanova, B. A., A. V. Tadtaeva, and A. V. Olisaeva. "Russian Companies and Indicators of Their Role in Achieving the Global Sustainable Development Goals." SHS Web of Conferences 172 (2023): 03019. http://dx.doi.org/10.1051/shsconf/202317203019.

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The activities of Russian sustainable development companies included in the base for calculating the index of the Moscow Exchange-RSPP Vector of Sustainable Development is the subject of the article. The purpose of the article was to assess the role and importance of Russian companies in regional sustainable development, their financial performance, which have a significant impact on the formation of profits / losses of economic sectors and are a source of financing for large social and environmental projects in the territories of presence, as well as a comparative analysis of the bases for ca

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Peng, Zhang, Farman Ullah Khan, Faridoon Khan, et al. "An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries." Complexity 2021 (December 6, 2021): 1–10. http://dx.doi.org/10.1155/2021/5663302.

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The foremost aim of this research was to forecast the performance of three stock market indices using the multilayer perceptron (MLP), recurrent neural network (RNN), and autoregressive integrated moving average (ARIMA) on historical data. Moreover, we compared the extrapolative abilities of a hybrid of ARIMA with MLP and RNN models, which are called ARIMA-MLP and ARIMA-RNN. Because of the complicated and noisy nature of financial data, we combine novel machine-learning techniques such as MLP and RNN with ARIMA model to predict the three stock market data. The data used in this study are taken

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Zagoruiko, Ivan, and Lesia Petkova. "Asymmetry indices of international position of countries: Geometric approach." Proceedings of Scientific Works of Cherkasy State Technological University Series Economic Sciences 25, no. 1 (2024): 32–47. https://doi.org/10.62660/ebcstu/1.2024.32.

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The article is devoted to the substantiation and testing of a new method for assessing the international position of countries. On the one hand, one of common methods of international comparative research is to construct a convex hull of the states of countries on the plane of certain indicators. Data Envelopment Analysis is the most well-known example of this approach. In particular, this method is used to build a world technology frontier. On the other hand, one of universal methods of initial indicators conversion is to normalise them. The method proposed in the article combines the constru

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Stošović, Miona Andrejević, Novak Radivojević, and Malinka Ivanova. "Electricity Consumption Prediction in an Electronic System Using Artificial Neural Networks." Electronics 11, no. 21 (2022): 3506. http://dx.doi.org/10.3390/electronics11213506.

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The tremendous rise of electrical energy demand worldwide has led to many problems related to efficient use of electrical energy, consequently posing difficult challenges to electricity consumers of all levels—from households to large companies’ facilities. Most of these challenges could be overcome by the accurate prediction of electricity demand. Additionally, balance responsibility includes the penalty-based financial mechanism causing extra expense for badly estimated consumption, above the allowed imbalance limits. In this paper, a method for electricity consumption prediction based on ar

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Shah, Dr Manita D., Diyaa D, and Mohammed Adnan. "Dynamic Linkages Between U.S and Indian Equity Markets: An Empirical Study." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 11 (2024): 1–6. http://dx.doi.org/10.55041/ijsrem38500.

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In this study, we investigate the dynamic linkages between US and Indian equity markets by examining the daily Total Return Index values of NIFTY 50 and NASDAQ Composite over a decade ending October 2024. While the indices are not found to be cointegrated, suggesting potential long-term diversification benefits, they exhibit significant short-term correlations. Through various statistical analyses including regression, correlation, and variance tests, we find strong positive associations between the markets, with NASDAQ Composite movements explaining approximately 89% of variations in NIFTY 50

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Zajdel, Małgorzata, Małgorzata Michalcewicz-Kaniowska, Izabela Wielewska, and Piotr Prus. "THE ROLE OF THE EU SUPPORT IN DEVELOPMENT OF INLAND WATERWAY SHIPPING IN POLAND, AND THE KUJAWSKO-POMORSKIE PROVINCE." sj-economics scientific journal 22, no. 3 (2016): 143–54. http://dx.doi.org/10.58246/sjeconomics.v22i3.317.

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The aim article was to evaluate and compare certain statistics regarding inland waterway shipping in Poland. The authors of the analysis were particularly interested in the number of carried passengers and available passenger capacity in 2010-2014. What is more, the general characteristics of the inland waterway shipping in Poland were outlined, including examples of the main projects funded or co-funded by the European Union. The 2010-2013 secondary data from the Central Statistical Office was used to create a multi-dimensional statistical analysis, including such phenomena as the absolute an

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Stupina, Alena, and Anna Zinenko. "Using R/S analysis for forecasting stock quotes with ARMA and ARIMA methods." ITM Web of Conferences 72 (2025): 04009. https://doi.org/10.1051/itmconf/20257204009.

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The article observes the methods of forecasting time series Autoregressive Moving Average Model (ARMA) and Integrated Autoregressive Moving Average Model (ARIMA). The ARIMA model differs from the ARMA model only in that forecasting is performed not on absolute values of series levels, but on differences of order d, which makes it possible to apply to non-stationary time series. Financial time series are traditionally considered non-stationary. However, the Hurst exponent less than or equal to 0.5 indicates a random or anti-persistent nature of time series. The paper assumes that for random or

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Israel, Okafor Uchenna, Itah Aniema Alfred Young, Bassey Bassey Akpan, Obukor Peter, and Ededem Asuakak Edem. "Human Resource Investment Disclosure and Corporate Financial Performance of Deposit Money Banks in Nigeria." East African Scholars Journal of Economics, Business and Management 6, no. 06 (2023): 122–44. http://dx.doi.org/10.36349/easjebm.2023.v06i06.004.

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The extant management literature considers the creative and innovative ingenuity of the human resource (HR) as a critical success factor for achieving corporate goals, yet the contribution of investment in HR and their disclosure towards enhancing corporate financial performance (CFP) is still controversial among researchers and industry practitioners. More so, in a fiduciary contract such as in banking industry which requires impeccable fulcrum of trust to retain the confidence of often fragile investors and customers. Therefore, the objective of the study was to empirically evaluate the impa

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Wang, Ming-Chieh, and Jin-Kui Ye. "The relationship between covariance risk and size effects in emerging equity markets." Managerial Finance 42, no. 3 (2016): 174–90. http://dx.doi.org/10.1108/mf-10-2014-0269.

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Purpose – The purpose of this paper is to examine whether the conditionally expected return on size-based portfolios in an emerging market (EM) is determined by the country’s world risk exposure. The authors analyze the degree of financial integration of 23 emerging equity markets grouped into five size portfolios using the conditional international asset pricing model with both world and domestic market risks. The authors also compare the model’s fitness on the predictability of portfolio returns by using world and EM indices. Design/methodology/approach – This study investigates whether larg

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Abate, Guido, Tommaso Bonafini, and Pierpaolo Ferrari. "Portfolio Constraints: An Empirical Analysis." International Journal of Financial Studies 10, no. 1 (2022): 9. http://dx.doi.org/10.3390/ijfs10010009.

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Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for achieving efficient performance. We have applied the main techniques developed by the financial community, including classical weight, flexible, norm-based, variance-based, tracking error volatility, and beta constraints. We employed panel data on the monthly returns of the sector indices forming the MSCI All Country World Index from January 1995 to

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Siokis, Fotios M. "Exploring the Dynamic Behavior of Crude Oil Prices in Times of Crisis: Quantifying the Aftershock Sequence of the COVID-19 Pandemic." Mathematics 12, no. 17 (2024): 2743. http://dx.doi.org/10.3390/math12172743.

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Crude oil prices crashed and dropped into negative territory at the onset of the COVID-19 pandemic. This extreme event triggered a series of great-magnitude aftershocks. We seek to investigate the cascading dynamics and the characteristics of the series immediately following the oil market crash. Utilizing a robust method named the Omori law, we quantify the correlations of these events. This research presents empirical regularity concerning the number of times that the absolute value of the percentage change in the oil index exceeds a given threshold value. During the COVID-19 crisis, the Wes

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Si, Yuancheng, Saralees Nadarajah, Zongxin Zhang, and Chunmin Xu. "Modeling opening price spread of Shanghai Composite Index based on ARIMA-GRU/LSTM hybrid model." PLOS ONE 19, no. 3 (2024): e0299164. http://dx.doi.org/10.1371/journal.pone.0299164.

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In the dynamic landscape of financial markets, accurate forecasting of stock indices remains a pivotal yet challenging task, essential for investors and policymakers alike. This study is motivated by the need to enhance the precision of predicting the Shanghai Composite Index’s opening price spread, a critical measure reflecting market volatility and investor sentiment. Traditional time series models like ARIMA have shown limitations in capturing the complex, nonlinear patterns inherent in stock price movements, prompting the exploration of advanced methodologies. The aim of this research is t

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Gao, Y., S. Lim, F. Gao, et al. "Analyzing white blood cell subpopulation for quick and simple predictors for autologous stem cell collection." Journal of Clinical Oncology 27, no. 15_suppl (2009): 7101. http://dx.doi.org/10.1200/jco.2009.27.15_suppl.7101.

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7101 Background: For patients undergoing peripheral stem cell harvesting, the current standard predictor for successful harvest is the peripheral blood (PB)CD34 count, which may have a slow turn-around time. Daily monitoring of CD34 count may not be cost-effective. This study aims to identify simple hematological parameters that can be used to predict for a single day CD 34+ stem cell yield of at least 1 x 10(6)/kg. Methods: 57 patients with lymphoproliferative malignancies who underwent autologous stem cell (ASC) harvesting were studied following DHAP, ICE or ESHAP chemotherapy. Eight main pa

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Nedopad, G. "Methodical Approaches to the Assessment of Budget Efficiency of Territories." Modern Economics 24, no. 1 (2020): 125–31. http://dx.doi.org/10.31521/modecon.v24(2020)-20.

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Annotation. Introduction. According to the principles of the program-target method of budgeting, the diagnosis of budget efficiency of territories is the key goal of assessing the implementation of regional policy and improving the efficiency of budget funds, which, in turn, will not only determine the effectiveness of this process Therefore, assessing the level of budget efficiency of territories is a mandatory element of financial management at the local level. The purpose of the article is to study the methodological approaches of scientists to assess the budget efficiency of territories an

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González-Rossano, Carlos, Antonia Terán-Bustamante, Marisol Velázquez-Salazar, and Antonieta Martínez-Velasco. "What Drives Profit Income in Mexico’s Main Banks? Evidence Using Machine Learning." Sustainability 15, no. 7 (2023): 5696. http://dx.doi.org/10.3390/su15075696.

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Historically, the banking system has been critical to the development of economies by addressing funds efficiently—from customer savings and investors to the productive activities of people and companies, financing consumer goods and current expenses, housing, infrastructure projects and providing liquidity to the market. However, it must be transformed to respond to emerging demands in society for better financial products and services with a positive impact on living conditions and well-being. To achieve this, banks must create economic value—that is to say, banks should create profits in a

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Piontek, Dennis, Luca Bugliaro, Marius Schmidl, Daniel K. Zhou, and Christiane Voigt. "The New Volcanic Ash Satellite Retrieval VACOS Using MSG/SEVIRI and Artificial Neural Networks: 1. Development." Remote Sensing 13, no. 16 (2021): 3112. http://dx.doi.org/10.3390/rs13163112.

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Volcanic ash clouds are a threat to air traffic security and, thus, can have significant societal and financial impact. Therefore, the detection and monitoring of volcanic ash clouds to enhance the safety of air traffic is of central importance. This work presents the development of the new retrieval algorithm VACOS (Volcanic Ash Cloud properties Obtained from SEVIRI) which is based on artificial neural networks, the thermal channels of the geostationary sensor MSG/SEVIRI and auxiliary data from a numerical weather prediction model. It derives a pixel classification as well as cloud top height

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Heebkhoksung, Krongthong, Wanchai Rattanawong, and Varin Vongmanee. "A New Paradigm of a Sustainability-Balanced Scorecard Model for Sport Tourism." Sustainability 15, no. 13 (2023): 10586. http://dx.doi.org/10.3390/su151310586.

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An integration between the principles of supply chain management in sport tourism and a sustainability-balanced scorecard leads to the development of guidance and assessment criteria for a city to be a sustainable sport tourism destination. This paper aims to present a sport tourism sustainability management model (STSM) for the development of assessment indices when selecting a city to be developed as a sport tourism city. The model consists of five perspectives, namely the financial perspective, customer perspective, internal process perspective, learning and growth perspective, and sustaina

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Huseynova, Leyla. "Challenges and opportunities in the development of micro, small, and medium-sized enterprises (MSMEs) in Central and West Asia." Problems and Perspectives in Management 22, no. 2 (2024): 527–38. http://dx.doi.org/10.21511/ppm.22(2).2024.41.

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The study aims to analyze the impact of challenges and opportunities related to corruption, regulatory barriers to doing business, innovativeness of the business environment, and development of institutions and policies that ensure economic prosperity on the development of MSMEs in Central-Western Asia countries. The paper chooses seven Central-West Asian countries using Asian Development Bank statistics for 2010–2021. Based on eleven indicators of the Asian Development Bank (the absolute values and dynamics of the number of MSMEs, their employees, their contribution to GDP, financing by banks

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Pokrovsky, D. F. "Efficiency and Safety of Binocular Cataract Phacoemulsification." Ophthalmology in Russia 18, no. 4 (2021): 801–6. http://dx.doi.org/10.18008/1816-5095-2021-4-801-806.

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A literature review is presented on the comparative assessment of two options for conducting cataract phacoemulsification — monocular phacoemulsification of cataract, (delayed sequential bilateral cataract surgery, DSBCS) and binocular phacoemulsification of cataract (immediate sequential bilateral cataract surgery, ISBCS). It has been established that to date in the literature there is a sufficient amount of data indicating the positive aspects of ISBCS, associated with faster rehabilitation, better functional results, as well as time, financial, and economic aspects. The safety of ISBCS is d

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Kucher, M. M., and H. P. Levchenko. "Systemic Approach to Evaluating External Factors Influencing the Resource Potential of the Catering Industry." PROBLEMS OF ECONOMY 2, no. 48 (2021): 143–48. http://dx.doi.org/10.32983/2222-0712-2021-2-143-148.

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One of the defining sectoral features of the catering business as a component of a national economy is its increased sensitivity to changes occurring in the economic situation, environment and business practices. It is a priori impossible to take into account the absolute majority of factors influencing the process of resource potential formation, so it is necessary to determine the set of those factors that have a direct or indirect impact on the catering business in general and resource potential in particular, as well as on the formation of their comprehensive evaluation system. The article

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MD Tushar Khan, Rabeya Akter, Hossain Mohammad Dalim, et al. "Predictive Modeling of US Stock Market and Commodities: Impact of Economic Indicators and Geopolitical Events Using Machine." Journal of Economics, Finance and Accounting Studies 6, no. 6 (2024): 17–33. http://dx.doi.org/10.32996/jefas.2024.6.6.3.

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Comprehending the dynamics of the stock market is pivotal for investors, policymakers, and economists in the USA. The United States stock market being one of the most influential financial markets in the world, contributes significantly to shaping the world economy. This research project aimed to bridge the important gaps in understanding the interrelationship between economic indicators and geopolitical events concerning the performance of the US stock market and commodities. The prime objective was to assess how different economic indicators have an impact on stock market performance over a

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Asif Chouhan, Dr Mohammad. "THE EFFECTIVENESS OF AI IN PREDICTING STOCK MARKET TRENDS: A COMPARATIVE STUDY OF THE LAST FEW YEARS OF INDIAN MARKETS." International Journal of Engineering Applied Sciences and Technology 09, no. 11 (2025): 100–108. https://doi.org/10.33564/ijeast.2025.v09i11.016.

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The integration of Artificial Intelligence (AI) into financial forecasting has transformed traditional stock market prediction methods. This research paper explores the effectiveness of AI techniques in forecasting stock trends within the Indian stock market over the last few years. We examine AI methodologies, including machine learning (ML), deep learning (DL), and hybrid models applied to the Bombay Stock Exchange (BSE) and the National Stock Exchange (NSE). By comparing historical data with AI-predicted trends, this study evaluates prediction accuracy and market relevance (Patel et al., 20

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