We consider the problem of stock repurchase over a finite time horizon. We assume that a firm has a reservation price for the stock, which is the highest price that the firm is ...
Lateral transshipments within an inventory system are stock movements between locations of the same echelon. These transshipments can be conducted periodically at predetermined po...
Due to the fast delivery of news articles by news providers on the Internet and/or via news datafeeds, it becomes an important research issue of predicting the risk of stocks by u...
Qi Pan, Hong Cheng, Di Wu, Jeffrey Xu Yu, Yiping K...
We develop a methodology to grasp temporal trend in a stock market that changes year to year, or sometimes within a year depending on numerous factors. For this purpose, we employ ...
A granular neural Web-based stock prediction agent is developed using the granular neural network (GNN) that can discover fuzzy rules. Stock data sets are downloaded from www.yahoo...
Yan-Qing Zhang, Somasheker Akkaladevi, George J. V...
This study examines the attitudes of adopters and non-adopters toward Internet stock trading in Singapore. Data were collected using a web-based questionnaire survey. Usable respon...
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
A number of published techniques have emerged in the trading community for stock prediction tasks. Among them is neural network (NN). In this paper, the theoretical background of ...
Philip M. Tsang, Paul Kwok, Steven O. Choy, Reggie...
This paper describes how use the HTMLEditorKit to perform web data mining on stock statistics for listed firms. Our focus is on making use of the web to get information about comp...
In this paper, the data of Chinese stock markets is analyzed by the statistical methods and computer sciences. The fluctuations of stock prices and trade volumes are investigated b...