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Journal articles on the topic 'Portfolio inter-correlation'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Arslan, Ayub Dr. Rizwan Shabbir Faiqa Kiran Ahsan Zubair Aamir Abbas. "MINGLING INTRA-PORTFOLIO COMPETITION WITH BRAND PORTFOLIO STRATEGY: A STUDY OF PHARMACEUTICAL INDUSTRY." INDO AMERICAN JOURNAL OF PHARMACEUTICAL SCIENCES 05, no. 10 (2018): 11087–95. https://doi.org/10.5281/zenodo.1474232.

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<em>The current study aims to examine the influence of brand portfolio strategy in increased firm’s performance in pharmaceutical sector in Pakistan. The study proposes brand scope, intra-portfolio competition, and brand positioning as the key determinants of brand portfolio strategy. The main reason for considering intra-portfolio competition to mingle with brand portfolio strategy is because of the increased inter-organizational competition in organizations i.e. in pharmaceutical sector, there are two types of major competitions; i) inter-organizational ii) intra-organizational (inter-

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Yoo, Dong Mi, A. Ra Cho, and Sun Kim. "Development and validation of a portfolio assessment system for medical schools in Korea." Journal of Educational Evaluation for Health Professions 17 (December 9, 2020): 39. http://dx.doi.org/10.3352/jeehp.2020.17.39.

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Purpose: Consistent evaluation procedures based on objective and rational standards are essential for the sustainability of portfolio-based education, which has been widely introduced in medical education. We aimed to develop and implement a portfolio assessment system, and then to assess its validity and reliabilityMethods: We developed a portfolio assessment system from March 2019 to August 2019 and confirmed its content validity through expert assessment with an expert group comprising 2 medical education specialists, 2 professors involved with education at the College of Medicine, and a pr

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Rutkauskas, Aleksandras Vytautas, and Grigorij Žilinskij. "Investment Portfolio Optimisation Model Based on Stocks Investment Attractiveness." Business: Theory and Practice 13, no. (3) (2012): 242–52. https://doi.org/10.3846/btp.2012.26.

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Firm's performance and potential return on investments in its stocks are determined by many factors. However, most of portfolio optimisation methods are oriented to decision- making based on stock price changes in the past. Recent financial crisis has showed that often the biggest downfall in the period of crisis is experienced by stocks, which had the biggest growth before crisis. So decision- making based on stock price tendencies analysis by ignoring fundamental factors can be inefficient. The variety of MCDM methods was briefly described and their application possibilities for portfolio op

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Shlonchak, Vasyl. "Diversification of the banks investment portfolio: an adaptive management model in the conditions of financial volatility." Galician economic journal 94, no. 3 (2025): 91–101. https://doi.org/10.33108/galicianvisnyk_tntu2025.03.091.

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In the context of increased financial volatility and macroeconomic instability, enhancing the efficiency of banks’ investment activity has become a strategic imperative. One of the most relevant approaches is the structural optimization of investment portfolios through asset diversification. However, existing models often fail to fully consider the correlation between portfolio components, their volatility, and market sensitivity, which significantly limits the accuracy of investment decision-making. This research aims to develop a scientifically grounded approach to improving the efficiency o

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Riyadhi, Atha Fitrah, and R. Mohamad Atok. "Impact of COVID‐19 on Indonesia stock portfolio allocation based on a technical & fundamental approach using a machine learning algorithm." F1000Research 12 (November 15, 2023): 1475. http://dx.doi.org/10.12688/f1000research.131404.1.

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Background: COVID-19 has had a negative impact on economic growth in Indonesia and affected the level of investment uncertainty in the Indonesian capital market. Leading stocks with large market capitalization and included in the LQ45 stock index on the Indonesia Stock Exchange (IDX) were also affected by the COVID-19 pandemic, which was corrected by -15% from the pre-pandemic period. This significant decline has a direct negative impact on capital market investors, so as to avoid the Black Swan event that occurred due to the recession, investors need to diversify their portfolios. Methods: Th

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Yoo, Dong-Mi, and Jae Jin Han. "Inter-rater reliability and content validity of the measurement tool for portfolio assessments used in the Introduction to Clinical Medicine course at Ewha Womans University College of Medicine: a methodological study." Journal of Educational Evaluation for Health Professions 21 (December 10, 2024): 39. https://doi.org/10.3352/jeehp.2024.21.39.

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Purpose: This study aimed to examine the reliability and validity of a measurement tool for portfolio assessments in medical education. Specifically, it investigated scoring consistency among raters and assessment criteria appropriateness according to an expert panel.Methods: A cross-sectional observational study was conducted from September to December 2018 for the Introduction to Clinical Medicine course at the Ewha Womans University College of Medicine. Data were collected for 5 randomly selected portfolios scored by a gold-standard rater and 6 trained raters. An expert panel assessed the v

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Simon, Miriam A., and Amal Al-Ghailani. "Implementation of Reflective Practice Through e-Portfolios in Behavioural Science Teaching for Undergraduate Medical Students: An Evaluation of Self-Directed Learning Using the Garrison Model." Education in Medicine Journal 15, no. 3 (2023): 17–27. http://dx.doi.org/10.21315/eimj2023.15.3.2.

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E-portfolios based on reflections and reflective practice enhance self-directed learning (SDL). The key components of SDL according to Garrison’s model include self-management, self-monitoring, and motivation. The aim of the present study was to explore students’ perceptions of utilising learning portfolios as a tool for reflective practice and to evaluate their responses based on Garrison’s model of SDL. The current study was conducted among second-year pre-clinical students at the College of Medicine and Health Sciences (COMHS), National University of Science and Technology, Sultanate of Oma

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Lim, Doong Toong, Khang Wen Goh, and Lam Hong Lee. "A new class of Shariah-compliant portfolio optimization model: diversification analysis." AIMS Mathematics 8, no. 9 (2023): 20933–65. http://dx.doi.org/10.3934/math.20231066.

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<abstract><p>This study proposes a novel Shariah-compliant portfolio optimization model tested on the daily historical return of 154 Shariah-compliant securities reported by the Shariah Advisory Council of Securities Commission Malaysia from 2011 to 2020. The mathematical model employs an annual rebalancing strategy subject to a Conditional Value-at-Risk (CVaR) constraint while considering practical and Islamic trading concerns, including transaction costs, holding limits, and <italic>zakat</italic> payment. To validate the model, the optimal portfolios are compared aga

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Bonnafous, Luc, Upmanu Lall, and Jason Siegel. "A water risk index for portfolio exposure to climatic extremes: conceptualization and an application to the mining industry." Hydrology and Earth System Sciences 21, no. 4 (2017): 2075–106. http://dx.doi.org/10.5194/hess-21-2075-2017.

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Abstract. Corporations, industries and non-governmental organizations have become increasingly concerned with growing water risks in many parts of the world. Most of the focus has been on water scarcity and competition for the resource between agriculture, urban users, ecology and industry. However, water risks are multi-dimensional. Water-related hazards include flooding due to extreme rainfall, persistent drought and pollution, either due to industrial operations themselves, or to the failure of infrastructure. Most companies have risk management plans at each operational location to address

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Zhang, Wenxuan, and Benzhuo Lu. "Stock Trend Prediction with Machine Learning: Incorporating Inter-Stock Correlation Information through Laplacian Matrix." Big Data and Cognitive Computing 8, no. 6 (2024): 56. http://dx.doi.org/10.3390/bdcc8060056.

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Predicting stock trends in financial markets is of significant importance to investors and portfolio managers. In addition to a stock’s historical price information, the correlation between that stock and others can also provide valuable information for forecasting future returns. Existing methods often fall short of straightforward and effective capture of the intricate interdependencies between stocks. In this research, we introduce the concept of a Laplacian correlation graph (LOG), designed to explicitly model the correlations in stock price changes as the edges of a graph. After construct

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Suman, Suman. "Inter-linkages Among Selected Stock Markets of South Asia: Revisit." International Journal of Financial Research 15, no. 2 (2024): 1. http://dx.doi.org/10.5430/ijfr.v15n2p1.

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The present study investigates the inter linkages among South Asian stock markets namely India, Sri Lanka and Pakistan. The topic is important for international investors because if the stock markets are found integrated with each other then they cannot reap profits from portfolio diversification or reduction in risk. Daily closing prices of the bench mark indices of three countries are taken for a period from 1 Jan. 2001 to 23th Feb. 2023. The paper used statistical tools such as descriptive statistics and correlation analysis and on the other hand, the econometric techniques namely Johansen’

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Saha, Siddhartha Sankar, and Rapti Deb. "Stock Markets Correlation Dynamics among India and European Nations." INTERNATIONAL JOURNAL OF ADVANCED RESEARCH IN COMMERCE, MANAGEMENT & SOCIAL SCIENCE 08, no. 02(I) (2025): 232–38. https://doi.org/10.62823/ijarcmss/8.2(i).7588.

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Globalization and liberalization have spurred active investor participation in foreign markets, accelerating financial integration and increasing stock market co-movements globally. Analyzing inter-market connections is vital for shaping sound macroeconomic policies and developing effective investment strategies. The current study conducts an in-depth correlation analysis of calculated returns from India’s S&P BSE SENSEX and six major European stock indices—UK (FTSE 100), Germany (DAX PERFORMANCE-INDEX), France (CAC 40), Netherlands (EURONEXT 100), Belgium (BEL 20), and Italy (FTSE MIB)—ac

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Gubareva, Mariya, and Maria Rosa Borges. "Interest rate, liquidity, and sovereign risk: derivative-based VaR." Journal of Risk Finance 18, no. 4 (2017): 443–65. http://dx.doi.org/10.1108/jrf-01-2017-0018.

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Purpose The purpose of this paper is to study connections between interest rate risk and credit risk and investigate the inter-risk diversification benefit due to the joint consideration of these risks in the banking book containing sovereign debt. Design/methodology/approach The paper develops the historical derivative-based value at risk (VaR) for assessing the downside risk of a sovereign debt portfolio through the integrated treatment of interest rate and credit risks. The credit default swaps spreads and the fixed-leg rates of interest rate swap are used as proxies for credit risk and int

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Ud Din Dar, Mearaj, and Khursheed Ahmad Butt. "STOCK MARKET LINKAGES AND CAUSAL RELATIONSHIPS: EMPIRICAL INVESTIGATION OF EM7 ECONOMIES." International Journal of Advanced Research 9, no. 09 (2021): 252–61. http://dx.doi.org/10.21474/ijar01/13401.

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Diffusion of information in the present era has become very fast, whether it is related to natural phenomena or human activities. Due to the technological advancement and fast face globalisation and liberalisation, events happening in financial markets are no exception, especially due to electronic stock exchanges and free flow of capital and financial information across borders. The present study aims to examine return patterns and find inter linkages/integration among the stock markets of seven largest emerging economies popularly known as EM7 (India, China, Russia, Brazil, Indonesia, Mexico

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Osabuohien-Irabor, Osarumwense. "Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach." Journal of Economics and Management 43 (2021): 131–52. http://dx.doi.org/10.22367/jem.2021.43.07.

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Aim/purpose – Owing to the huge risk occasioned by negative contagion effects associ- ated with financial market linkages, markets participants and academia have continued to examine the capital market cross country interdependence at different levels. In this paper, we examined the causal relationships among the U.S., China and some top Afri- can capital market indexes. Design/methodology/approach – To examine the mean and variance causal effects, we estimated a univariate AR-EGARCH model for all capital market indexes. Then em- ployed the residual-based two-step bivariate cross-correlation f

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Bhana, Narendra. "The use of ex post inter-country correlation coefficients to predict gains from international portfolio diversification from the standpoint of a South African investor." Investment Analysts Journal 18, no. 32 (1989): 7–11. http://dx.doi.org/10.1080/10293523.1989.11082273.

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Liow, KimHiang, and Qing Ye. "Volatility causality and contagion in international securitized real estate markets." Journal of European Real Estate Research 11, no. 2 (2018): 244–168. http://dx.doi.org/10.1108/jerer-11-2017-0042.

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Purpose This paper aims to investigate volatility causality and return contagion on nine international securitized real estate markets by appealing to Markov-switching (MS) regime approach, from July 1992 to June 2014. Design/methodology/approach An MS causality interaction model (Psaradakis et al., 2005), an MS vector auto-regression mode (Krolzig, 1997) and a multivariate return contagion model (Dungey et al., 2005) were used to implement the empirical investigations. Findings There exist regime shifts in the volatility causality pattern, with the volatility causality effects more pronounced

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Kaura, Ruchika, Nawal Kishor, and Namita Rajput. "VOLATILITY SPILLOVER BETWEEN SPOT AND FUTURES MARKET OF HIGHLY TRADED COMMODITIES IN INDIA: The DCC-GARCH Approach." Australian Journal of Business and Management Research 05, no. 09 (2018): 34–49. http://dx.doi.org/10.52283/nswrca.ajbmr.20180509a04.

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This study intends to examine the volatility spillover effects and measure the time-varying correlations between futures and spot prices of thirteen highly traded commodities traded on Multi Commodity Exchange (MCX) of India. The research uses Exponential GARCH proposed by Nelson (1991) to explore the direction and magnitude of spillover effects between futures and spot commodity market and employs Dynamic Conditional Correlation (DCC) GARCH proposed by Engle (2002) to demonstrate the time varying conditional correlation between heteroscedastic coefficients of the futures and spot markets. Emp

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Banerjee, Arindam. "An Empirical Risk and Return Analysis of Select Stocks in NASDAQ 100." Accounting and Finance Research 11, no. 2 (2022): 1. http://dx.doi.org/10.5430/afr.v11n2p1.

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Stock market indices are considered to be a powerful economic indicator. These indices can be classified based on the methodology of weight allocation for each stock and the rules governing the entry, retention and exit criteria of various stocks in the index. This paper presents a descriptive and an exploratory analysis carried out on the daily returns data of NASDAQ 100 (^NDX) index and shortlist of 20 stocks in the index. Random sampling was conducted at the sector level strata of all stocks that make up the index. This approach was followed to avoid selection bias and that stocks from the

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Bannerjee, Siddhartha S., Rekha Pillai, Mosab I. Tabash, and Mujeeb Saif Mohsen Al-Absy. "Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study." Economies 13, no. 3 (2025): 66. https://doi.org/10.3390/economies13030066.

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Comprehending intermarket relationships among asset classes/commodities and the changing dynamics among the gold, bitcoin, and oil markets under high or low-volatility indexes is now imperative for investors. This paper presents a qualitative study to elicit expert views on the relationships between two major commodities (gold and oil) and bitcoin, specifically emphasizing the pre- and post-COVID-19 era. The thematic analysis of 30 finance experts revealed gold as a safe haven and portfolio diversifier; however, it has lost importance as an inflation hedge post-COVID-19 (2020–2022). Moreover,

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Ahmed, Amira A., and Rania I. Naguib. "DCCs among Sector Indexes and Dynamic Causality between Foreign Exchange and Equity Sector Volatility: Evidence from Egypt." Applied Economics and Finance 5, no. 1 (2017): 14. http://dx.doi.org/10.11114/aef.v5i1.2842.

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The objective of the current paper is to explore the co-movements between domestic equity sectors in the Egyptian Exchange (EGX), using the dynamic conditional correlation (DCC) model, and to examine the time-varying causal links between the exchange rate volatility (EXVOL) and sector volatility (SVOL) using the bootstrap Granger non-causality tests in a bivariate VAR, where conditional volatility series are extracted from GARCH(1,1) model. We employ weekly data. Results show that all estimated DCCs are positive with a clear heterogeneity between the sector pairs. They do not exhibit stable co

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Shlonchak, Vasyl. "ADAPTIVE MANAGEMENT OF BANK INVESTMENT ACTIVITY: PORTFOLIO STRATEGIES UNDER MARKET INSTABILITY." Business Navigator, no. 3(80) (2025). https://doi.org/10.32782/business-navigator.80-11.

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In the context of heightened financial volatility and increasing risk exposure in the banking sector, the issue of enhancing the effectiveness of credit and investment activity (CIA) has gained particular relevance. Conventional approaches to evaluating the performance of banks’ investment operations typically focus on asset profitability and risk, often disregarding the interactions among portfolio components, the volatility of cash flows, and asset sensitivity to external shocks. These limitations necessitate the adoption of portfolio management principles and adaptive asset allocation strat

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Escribano, Nuria, Virginia Belliard, Bruno Baracco, Dayana Da Silva, Laura Ceballos, and M. Victoria Fuentes. "Rubric vs. numeric rating scale: agreement among evaluators on endodontic treatments performed by dental students." BMC Medical Education 23, no. 1 (2023). http://dx.doi.org/10.1186/s12909-023-04187-3.

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Abstract Background Students´ assessment should be carried out in an effective and objective manner, which reduces the possibility of different evaluators giving different scores, thus influencing the qualification obtained and the consistency of education. The aim of the present study was to determine the agreement among four evaluators and compare the overall scores awarded when assessing portfolios of endodontic preclinical treatments performed by dental students by using an analytic rubric and a numeric rating scale. Methods A random sample of 42 portfolios performed by fourth-year dental

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Appiah, Thomas, and Abednego Forson. "Time-Varying Conditional Co-movement between Inter-Sector Stock Returns: Evidence from Ghana Stock Market." European Journal of Business and Management Research 5, no. 4 (2020). http://dx.doi.org/10.24018/ejbmr.2020.5.4.378.

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Investors generally exhibit home bias with regards to their investment destinations. To diversify their portfolio, such investors invest in different sectors within the domestic economy. However, such behaviour could be counter-productive in periods of increased co-movement of assets returns. In this paper, we examine the inter-sector stock return co-movement among the major sectors of the Ghanaian economy with the view to shedding some light on the nature of assets return correlations and its implications for portfolio diversification. A sample of 332 weekly observations of stock returns of f

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Jain, Shubham, and Suresh Kumar Mittal. "Volatility spillover between Indian and developed markets: a BEKK-GARCH analysis." Managerial Finance, May 13, 2025. https://doi.org/10.1108/mf-03-2025-0138.

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PurposeThis study aims to investigate the volatility spillover between Indian and developed markets by using volatility indices.Design/methodology/approachThis study examines inter-market volatility spillovers between the Indian Volatility Index (IVIX) and the volatility indices of the American, European, and Asian developed markets using the bivariate BEKK-GARCH model. The study covers the daily data ranging from January 2009 to April 2024.FindingsThe findings revealed that there exists a positive correlation between the IVIX and the volatility indices of the selected developed markets and th

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-, Mansha Rafiq. "Contagion Effect Between Bombay Stock Exchange (BSE), National Stock Exchange (NSE) and Nasdaq." International Journal For Multidisciplinary Research 5, no. 6 (2023). http://dx.doi.org/10.36948/ijfmr.2023.v05i06.9004.

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This comprehensive study investigates the contagion effect and relationships among three major stock exchanges—specifically, the two largest stock exchanges in India, BSE (Bombay Stock Exchange) and NSE (National Stock Exchange), and the globally renowned NASDAQ—spanning an extensive eight-year period on a daily basis. Employing a robust analytical framework in E-views, the study conducts a suite of tests, including Unit Root tests, Granger causality analysis, Johansen's Cointegration test, Vector Error Correction Models (VECM), and Dynamic Ordinary Least Squares (DOLS). The results of our inv

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Aichouche, Riad, Khalil Chergui, Said Khalfa Mokhtar Brika, Mohammed El Mezher, Adam Musa, and Ahmed Laamari. "Exploring the Relationship Between Organizational Culture Types and Knowledge Management Processes: A Meta-Analytic Path Analysis." Frontiers in Psychology 13 (May 30, 2022). http://dx.doi.org/10.3389/fpsyg.2022.856234.

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This study investigated the relationship between organizational culture types according to Competing Values Framework (Clan, Adhocracy, Market, Hierarchy) and Knowledge Management Processes (Creation, Dissemination, Storage, Application) using meta-analytic path analysis. To produce the necessary pooled correlation matrix for model testing, we used the univariate (r) approach to carry out two additional meta-analyzes. Based on data collected from several research databases, we extracted the paired correlation coefficients (r) among knowledge management processes (k = 32, N = 6835) then the int

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Yan, Chen, and Shi Zhun. "A study on time-varying dependence between energy markets and linked assets based on the Russia-Ukraine conflict." Energy Exploration & Exploitation, February 8, 2024. http://dx.doi.org/10.1177/01445987241228322.

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The energy industry, acutely sensitive to geopolitical shifts due to the Russia-Ukraine conflict, experiences sustained disturbances in global energy markets, reshaping global energy supply dynamics and significantly influencing global trade patterns. Utilizing static and dynamic GARCH-Copula models, this study elucidates the dependency between energy markets and related assets. The Copula function, when compared with the multivariate GARCH model, demonstrates distinct advantages, notably in delineating joint asset distributions, capturing market dependence's nonlinear traits, and highlighting

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Ailloud, Florent, Wilhelm Gottschall, and Sebastian Suerbaum. "Methylome evolution suggests lineage-dependent selection in the gastric pathogen Helicobacter pylori." Communications Biology 6, no. 1 (2023). http://dx.doi.org/10.1038/s42003-023-05218-x.

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AbstractThe bacterial pathogen Helicobacter pylori, the leading cause of gastric cancer, is genetically highly diverse and harbours a large and variable portfolio of restriction-modification systems. Our understanding of the evolution and function of DNA methylation in bacteria is limited. Here, we performed a comprehensive analysis of the methylome diversity in H. pylori, using a dataset of 541 genomes that included all known phylogeographic populations. The frequency of 96 methyltransferases and the abundance of their cognate recognition sequences were strongly influenced by phylogeographic

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Prat, Olivier P., Brian R. Nelson, Elsa Nickl, and Ronald D. Leeper. "Global evaluation of gridded satellite precipitation products from the NOAA Climate Data Record program." Journal of Hydrometeorology, June 28, 2021. http://dx.doi.org/10.1175/jhm-d-20-0246.1.

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AbstractThree satellite gridded daily precipitation datasets: PERSIANN-CDR, GPCP, and CMORPH, that are part of the NOAA/Climate Data Record (CDR) program are evaluated in this work. The three satellite precipitation products (SPPs) are analyzed over their entire period of record, ranging from over 20-year to over 35-year. The products inter-comparisons are performed at various temporal (daily to annual) and for different spatial domains in order to provide a detailed assessment of each SPP strengths and weaknesses. This evaluation includes comparison with in-situ data sets from the Global Hist

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OPRIȘOR, Tudor, Cristina-Ioana BALINT, and George-Silviu CORDOȘ. "Economic Tremors From a Perfect Storm: The Ukrainian Crisis and Its Impact on Regional Stock Market Volatility." Studia Universitatis Babeș-Bolyai Negotia, December 17, 2024, 53–68. https://doi.org/10.24193/subbnegotia.2024.4.03.

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This study investigates the impact of the Russia-Ukraine war on stock market volatility in neighboring countries, analyzing five stock market indices (BET, BUX, WIG, SAX, and MOEX) over a three-year period encompassing one year before and two years after the conflict’s outbreak. Employing four volatility estimators (Close-to-Close, Parkinson, Garman-Klass, and Rogers-Satchell), this research examines the evolution of market volatility and inter-market correlations. Findings reveal a general increase in volatility across most indices following the war’s commencement, with the MOEX index experie

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Botha, Marius, and Gary Van Vuuren. "Implied asset correlation in retail loan portfolios." Journal of Risk Management in Financial Institutions, March 1, 2010. http://dx.doi.org/10.69554/yckw8811.

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Credit risk arises from the interaction of multiple connected factors, but the most frequently-used models designed to measure it assume only one. These models — which, inter alia, fit distributions to loss data — are heavily influenced by the common correlation between loan values and the single factor (commonly assumed to be some gauge of economic health). Scarce and shoddy loss data for retail loan classes hamper the estimation of this correlation. A technique is proposed to calculate asset correlations embedded in empirical loss data. These values are then compared with those stipulated by

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Thomas, Dixon, Sherief Khalifa, Jayadevan Sreedharan, and Rucha Bond. "Inter-rater Reliability of Preceptors on Clinical Pharmacy Competency Evaluation." Current Drug Therapy 15 (December 9, 2020). http://dx.doi.org/10.2174/1574885515999201209202624.

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Background:: Clinical competence of pharmacy students is better evaluated at their practice sites. compared to the classroom. A clinical pharmacy competency evaluation rubric like that of the American College of Clinical Pharmacy (ACCP)is an effective assessment tool for clinical skills and can be used to show item reliability. The preceptors should be trained on how to use the rubrics as many inherent factors could influence inter-rater reliability. Objective:: To evaluate inter-rater reliability among preceptors on evaluating clinical competence of pharmacy students, before and after a group

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"A Methodology for Discovering Upstream and Downstream Causal Relationships in Stock Market." VOLUME-8 ISSUE-10, AUGUST 2019, REGULAR ISSUE 8, no. 10 (2019): 4484–90. http://dx.doi.org/10.35940/ijitee.j1074.0881019.

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Causal relationships between events pertaining to stock market have potential to influence the stakeholders of the companies associated with those events. Understanding causal relationships in stock markets help in making intelligent decisions. Traditional prediction approaches cannot estimate the upstream and downstream causal relationships. Therefore, it is inevitable to consider portfolios that exhibit causal relationships. Simple correlation between variables may not reflect causal relationships unless there is an event that is the result of occurrence of another event. Finding upstream an

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