Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence

2012 ◽  
Vol 29 (3) ◽  
pp. 734-741 ◽  
Author(s):  
Mehdi Mili ◽  
Jean-Michel Sahut ◽  
Frédéric Teulon
Keyword(s):  
Financial Market ◽  
Euro Area ◽  
Market Conditions ◽  
Non Linear ◽  
Real Growth ◽  
New Evidence

scholarly journals Forecasting stock price movement: new evidence from a novel hybrid deep learning model

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yang Zhao ◽  
Zhonglu Chen
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Hybrid Model ◽  
Stock Price ◽  
Linear Time ◽  
Price Movement ◽  
Content Type ◽  
Non Linear ◽  
New Evidence ◽  
Deep Learning Model

PurposeThis study explores whether a new machine learning method can more accurately predict the movement of stock prices.Design/methodology/approachThis study presents a novel hybrid deep learning model, Residual-CNN-Seq2Seq (RCSNet), to predict the trend of stock price movement. RCSNet integrates the autoregressive integrated moving average (ARIMA) model, convolutional neural network (CNN) and the sequence-to-sequence (Seq2Seq) long–short-term memory (LSTM) model.FindingsThe hybrid model is able to forecast both linear and non-linear time-series component of stock dataset. CNN and Seq2Seq LSTMs can be effectively combined for dynamic modeling of short- and long-term-dependent patterns in non-linear time series forecast. Experimental results show that the proposed model outperforms baseline models on S&P 500 index stock dataset from January 2000 to August 2016.Originality/valueThis study develops the RCSNet hybrid model to tackle the challenge by combining both linear and non-linear models. New evidence has been obtained in predicting the movement of stock market prices.

Testing for non-linear structure in an artificial financial market

2001 ◽  
Vol 46 (3) ◽  
pp. 327-342 ◽  
Author(s):  
Shu-Heng Chen ◽  
Thomas Lux ◽  
Michele Marchesi
Keyword(s):  
Financial Market ◽  
Linear Structure ◽  
Non Linear

Update on the Financing of the Fund’s Concessional Assistance and Debt Relief to Low-Income Countries

Policy Papers ◽  
2017 ◽  
Vol 17 (15) ◽  
Author(s):  
Keyword(s):  
Natural Disasters ◽  
Financial Market ◽  
Low Income ◽  
Commodity Prices ◽  
Safety Net ◽  
Debt Relief ◽  
Balance Of Payments ◽  
Low Income Countries ◽  
Market Conditions ◽  
Financial Safety Net

PRGT-related policies following the 2015 enhancement of the financial safety net for LICs, while options to better assist countries confronting sudden balance of payments needs due to large natural disasters are under consideration. Demand for PRGT resources has increased. Demand for concessional resources has exceeded historical averages in recent years, mainly in response to sustained low commodity prices and deteriorated global financial market conditions. Demand is expected to reach new highs in 2017 and longer-term estimates have been raised somewhat.

Syriza may be troika's best hope for Greek deal

2015 ◽  
Keyword(s):  
Stock Market ◽  
European Commission ◽  
Financial Market ◽  
Euro Area ◽  
The Political ◽  
Costs And Benefits ◽  
Content Type ◽  
Political Left ◽  
Unexpected Outcomes ◽  
Market Exuberance

Subject Unexpected outcomes in the Greece-troika imbroglio. Significance Negotiations between Greece and its 'troika' of official-sector creditors (the European Commission, ECB and IMF) are taking place amid two meetings of the euro-area finance ministers and one summit of EU leaders before the end of February. While it is impossible to know now what the result will be, it is possible to speculate on the costs and benefits of any given scenario. Impacts If Syriza fails to achieve meaningful debt reduction, it could discredit the political left as well as the notion of EU solidarity. Greek sovereign yields and the Greek stock market are likely to react extremely positively to any deal between the troika and Greece. Financial market exuberance towards Greece will be unwound as the implications of Greece's continuing high debt load become clearer.

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