Σύστημα Πρόβλεψης Της Βραχυχρόνιας Τάσης Της Τιμής Των Μετοχών Με Χρήση Νευρο-Ασαφών Μεθόδων

Abstract

Size of the firm, Total proceeds of the IPOs, Percentage of total shares offered, Cumulative abnormal returns, Trend in the market, etc. Andersen, T. et al (2002) Stock returns, N-dimensional vector of loadings on the common volatility factor, N-dimensional standard Brownian motion with mutually independent elements, N individual asset-specific volatilities. Arango, L.-E. et al. (2002) Interest Rate, stock returns. Areal & Taylor (2000) Returns from FTSE-100. Assaf, A. (2005) Returns of stock market indices (Egyptian Stock Exchange index (CCSI), Jordan, Morocco, and Turkey (ISE National 100)). Avramov, D. (2000) Market, size, and value premiums, values of size and book-to-market, market capitalization, differences between returns on long-term and short-term government bonds and between low-graded and high graded corporate bonds, dividend yield, term spread, default-risk spread, Treasury bill rate, return on the equal-weighted NYSE index in excess of the return Treasury bill. Aydogan & Gursoy (2000) Average market P/E, price-to-book (PBV) ratios, values of the national market indices and exchange rates. Bacmann & Dubois (2002) Stock market returns. Bajari & Krainer (2004) Recommendations about the future profitability of a firm, Analyst's private belief about the stock, conflict of interest among research analysts, influence of peers on the recommendation decision etc. Balaban, E.et al (2003).Indices returns Bali & Lu (2004) S&P 100, index returns, conditional mean and the conditional standard deviation of returns. Balvers, R. et al. (1990) Industrial production, return o shares, output growth, Consumptions, dividends of cash flow, returns, capital stocks, prices etc. Barkoulas, J. et al. (2000) ASE30 returns (prices of a value-weighted index). Batra, A. ( 2004) Value of the stock price index, returns (BSE sensex and the International Finance Corporation (and S&P) published IFC Global (IFCG) index). Beltratti & Morana (2005) Interest rates, stock market returns, money growth, the Federal funds rate and industrial production, S&P500 returns. Beran & Ocker (2001) 19 stock market closing indices and nine emerging market indices. Beran J. et al (2003) Copper prices, cocoa beans, exchange rate. Berg, L. (2003) The turnover for the SSE, Dow Jones industrial average, Swedish Exchange rate (SEK/$) and the 6-month Stibor interest rate. Bhardwaj & Swanson (2005) Stock market data (returns). Bilson, C. et al. (2002) Returns, change in exchange rate, change in dividend yield, variance in market returns, and change in the political risk index. Black et al.(2003) Profits, labor, capital, employment, exponent of employment in the production function, value of the firm (possibly time-varying) rate of return required by shareholders, stock-price index, market capitalization, returns. Blair, B et al (2001) Index returns, implied volatilities, index level, risk free rate, dividends, contractual provisions of the option, Bley & Olson (2005) Values of stock indices, compounded returns. Bluhm & Yu (2001) Returns Άρθρα Μεταβλητές Bond...