123 search results - page 3 / 25 » A model for stock price fluctuations based on information |
KES
2000
Springer
13 years 9 months ago
2000
Springer
Agent-based computational economic modeling requires demanding work on computer programming. Usually, the publications as outcomes of running these programs do not provide readers ...
CORR
2002
Springer
13 years 6 months ago
2002
Springer
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
CEC
2009
IEEE
14 years 27 days ago
2009
IEEE
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
IDEAL
2004
Springer
13 years 11 months ago
2004
Springer
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
ESWA
2010
13 years 4 months ago
2010
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...