Gotowe bibliografie tematyczne / Absolute financial indices

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Gotowa bibliografia na temat „Absolute financial indices”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Absolute financial indices"

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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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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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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Rozprawy doktorskie na temat "Absolute financial indices"

Tancár, Jakub. "Kritické zhodnocení chodu společnosti a návrhy na zlepšení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2011. http://www.nusl.cz/ntk/nusl-222899.

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Diplomová práca podáva komplexné a kritické zhodnotenie chodu spoločnosti Lesy Mesta Levoča, spol. s r.o. Analýza sa zameriava na firemnú stratégiu , konkurenčné postavenie spoločnosti a jej finančné zdravie. Finančná analýza je založená na štvrťročných účtovných výkazoch v období rokov 2004 až 2010. Na základe výsledkov analýz práca podáva návrhy a odporúčania, ktoré by mohli viesť k lepšiemu postaveniu spoločnosti v budúcnosti.

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Części książek na temat "Absolute financial indices"

Beck, Valentin, Henning Hahn, and Robert Lepenies. "Interdisciplinary Perspectives on Poverty Measurement, Epistemic Injustices and Social Activism." In Philosophy and Poverty. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-31711-9_1.

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AbstractAs we enter the 2020s, global poverty is still a grave and persistent problem. Alleviating and eradicating poverty within and across the world’s societies requires a thorough understanding of its nature and extent. Although economists still standardly measure absolute and relative poverty in monetary terms, a consensus is emerging that poverty is a socially relational problem involving deprivations in multiple dimensions, including health, standard of living, education and political participation. The anthology Dimensions of Poverty advances the interdisciplinary debate on multidimensi

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Seth, Neha, and Kirti Jain. "Profitability and Environmental Impact." In Advances in Logistics, Operations, and Management Science. IGI Global, 2024. https://doi.org/10.4018/979-8-3693-5912-9.ch013.

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The financial market innovates and diversifies with Green Project, indexes, bonds, and portfolios. We examine whether Green Stock portfolios outperform non-Green Stock portfolios in India. Data from April 2018 to January 2022 distinguishes portfolio performance during the COVID-19 pandemic. This study splits time into two periods: before COVID and during COVID. The performance will be assessed using the absolute rate of return risk-adjusted indices like Sharpe, Treynor, and Jensen's Alpha. Green portfolios (excluding green bluechip) outperformed the other portfolios in this study. Green assets

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Serin, Selim, and Gülder Kemalbay. "LSTM-Based Multivariate Deep Neural Networks for Stock Price Forecasting." In Güncel Ekonometrik ve İstatistiksel Uygulamalar ile Akademik Çalışmalar. Özgür Yayınları, 2024. http://dx.doi.org/10.58830/ozgur.pub518.c2135.

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The inherent complexity and dynamic nature of financial markets present substantial challenges for accurately forecasting price movements. Traditional forecasting models often struggle to capture these intricacies, leading to suboptimal predictive performance. In this context, deep learning offers a promising alternative due to its ability to process and analyze large volumes of financial data. This chapter aims to forecast the one-day-ahead price of a Turkish stock over the period from July 30, 2007, to October 11, 2023, using multivariate inputs, including the closing price of the XU030 inde

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Vučković, Jelena. "USTAVNE INSTITUCIJE – ORGANI VLASTI ILI JAVNE SLUŽBE." In XXI vek - vek usluga i uslužnog prava. [Knj. 14]. University of Kragujevac, Faculty of Law, 2023. http://dx.doi.org/10.46793/xxiv-14.473v.

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Constitutional institutions are bodies established by the constitution as the highest legal and political act, which determined their legal position and character. Their goal is to ensure respect and enforcement of the constitution, the functioning of the rule of law, the balance of power and the fundamental rights of citizens. Constitutional institutions can be state or non-state. Those that have the positions of state bodies are the holders of state power, but in a functional sense they are public services. But there are differences between them too. There are state bodies as constitutional

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Streszczenia konferencji na temat "Absolute financial indices"

Li, Zhenhao, and Hefei Wang. "Integrating Multi-Temporal Feature Ranking with Forecasting Models for Enhanced Stock Price Prediction." In 31st International Conference on Neural Information Processing. Tuwhera, 2025. https://doi.org/10.24135/iconip9.

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Achieving high prediction accuracy remains challenging due to the inherent volatility and complexity of financial markets. This study aims to bridge the gap by integrating effective feature selection and advanced modeling, combining multi-temporal feature ranking with 10 state-of-the-art (SOTA) predictive models. By analyzing constituent stocks of the Chinese CSI 800 and CSI 1000 indices from January 4th, 2007, to September 28th, 2023, and incorporating 13 features from three temporal frequencies, we found that Bayesian LightGBM has a 5.7% higher Mean Squared Error (MSE) but a 34.8% lower Mean

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Sekáč, Peter. "Key Performance Indicators in the Context of Sustainable Business Development." In EDAMBA 2022: 25th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2023. http://dx.doi.org/10.53465/edamba.2022.9788022550420.345-354.

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KPI stands for key performance indicator. The name suggests, a corporate KPI is nothing more than an indicator that measures the performance of a particular business activity or area. There can be instantly find out from car's speedometer and other indicators on the dashboard. Well-chosen KPI combination will allow to run business effectively, not only provide information on how business is doing. but will be able to identify emerging issues in time, take corrective action and see at least a little bit into the future. With KPI, there can be tracked not only a company's financial results, but

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Čaušević, Fikret. "Financing research and development around the world, in Southeast Europe and in Bosnia and Herzegovina." In Međunardona naučna konferencija: Sistem nauke-faktor poticaja ili ograničavanja razvoja. Academy of Sciences and Arts of Bosnia and Herzegovina, 2021. http://dx.doi.org/10.5644/pi2021.200.16.

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This paper analyses the financing of research and development, starting from the global and regional contexts and moving on to the specifics of such investment in Bosnia and Herzegovina. The first section presents an analysis of the global context and of the 10 highestinvesting countries, as well as a breakdown of the sources of such financing by sector. Based on the most recent data from UNESCO, which were for 2018 at the time of writing, South Korea and Japan invested most in research and development in relative terms, while the US and China did so in absolute terms. The second section conta

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Fully, Roberto Miranda Pimentel, Anderson de Souza Oliveira, Octavio Locatelli, and Oscar Lopes da Silva. "Effect of regulation on analysts’ forecast error in the Brazilian capital market." In I Seven Applied Social Sciences Congress. Seven Congress, 2024. http://dx.doi.org/10.56238/icongresssevenappliedsocialsciences-028.

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This article aimed to understand whether regulation affects the analyst's task of forecasting information on companies operating in the capital market in Brazil, listed and active with the Securities and Exchange Commission (CVM), in the period from 2010 to 2020. The Panel Analysis approach was used, which emerges as a statistical instrument in the evaluation and understanding of temporal dynamics and individual variations in financial contexts and which allows a statistical approach that examines data over time and between different observation units. Thus, it can deal with longitudinal data,

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