Application of Bayesian Network for Nikkei Stock Return Prediction

2011 ◽  
Author(s):  
Yi Zuo ◽  
Masaaki Harada ◽  
Takao Mizuno ◽  
Eisuke Kita
Keyword(s):  
Bayesian Network ◽  
Stock Return ◽  
Stock Return Prediction

scholarly journals Profitabilitas, Investasi Dan Arus Kas Sebagai Prediktor Tingkat Pengembalian Saham

2012 ◽  
Vol 3 (2) ◽  
pp. 130
Author(s):  
Rowland Bismark Fernando Pasaribu
Keyword(s):  
Financial Performance ◽  
Significant Influence ◽  
Stock Return ◽  
Dividend Policy ◽  
Strength Measurement ◽  
Market Capitalization ◽  
Stock Return Prediction ◽  
The Difference ◽  
Fama And French

AbstractThis research aim to calculate influence from some financial performance (B/M ratio, market capitalization, earning position, investment, accrual value, company strength measurement, dividend policy, and profitability) to stock return. Multiregression model follow Fama and French procedure. Result of first hypothesis confirmed statistically, that the difference of stock of return pursuant to finance performance not automatically own significant influence in stock return prediction itself. Other result confirmed that all the predictor used has no significant influence to stock return both simultaneously and partial.Keyword: Profitability, Investment, Cashflow, Accrual value, Stock return

Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information

2014 ◽  
Vol 142 ◽  
pp. 228-238 ◽  
Author(s):  
Xiaodong Li ◽  
Xiaodi Huang ◽  
Xiaotie Deng ◽  
Shanfeng Zhu
Keyword(s):  
Market News ◽  
Stock Prices ◽  
Stock Return ◽  
Stock Return Prediction

Bayesian sequential stock return prediction through copulas

2020 ◽  
Vol 22 ◽  
pp. e00173
Author(s):  
Audronė Virbickaitė ◽  
Christoph Frey ◽  
Demian N. Macedo
Keyword(s):  
Stock Return ◽  
Stock Return Prediction
Sign in / Sign up

Export Citation Format

Share Document