Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userاستخدام الشبكات العصبونية للتنبؤ في الأسواق المالية تطبيق لتوقّع تغيّرات قيم الأسهم في سوق دمشق للأوراق المالية
3039
4 133
0
(
0
)
Publication date
2016
and research's language is
العربية
Created by
Shamra Editor
Ask ChatGPT about the research
نقوم في هذا البحث بدراسة أثر تركيب نموذجين مبنيين باستخدام تقنية الشبكات العصبونية، على زيادة دقة النتيجة المتوقعة في مجال التنبؤ بقيم الأسهم في أسواق الأوراق المالية، حيث يتضمن الحل المقترح نسقين من المعالجة: يجري في النسق الأ ول بناء الشبكتين اللتين تمثلان النموذجين اللذين نسعى إلى تركيبهما، إذ تتعامل إحدى الشبكتين مع الأسعار السابقة للأسهم و الأخرى مع مؤشرات التحليل التقني، و من ثم نقوم بدمج مخرجات هاتين الشبكتين عن طريق شبكة ثالثة تمثل النسق الثاني من المعالجة.
This thesis focused on composing two models built by using Neural Networks techniques for increasing the accuracy of predicting result represented by stock value in stock market, where the proposed solution includes two modalities of processing: in first one, we build two neural networks which we want to compose, one of the two networks deals with previous stock’s prices and the other one with indecators of technical analysis, then we will compose the outputs of these two networks into third neural network which represents the second modality of processing.
References used
Anil K. Jain, Jianchang Mao and K. Mohiuddin. “Artificial Neural Networks: A Tutorial”. 1996
April Kerby and James Lawrence. “A Multivariate Statistical of Stock Trends”. Alma College Miami University, Alma, MI Oxford, OH. 2003
Chen, An-Sing, Mark T. Leung and Hazem Daouk. “Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index”, Computers & Operations Research ,2003
rate research
Read More
إن الهدف الرئيسي لهذه الدراسة هو التعرف على العوامل التي تؤثر على سيولة أسهم الشركات المساهمة العامة المدرجة في سوق دمشق للأوراق المالية
This study sought to investigate the effect of price limits on the
volatility of stock returns on the Damascus Stock Exchange. Where
the study period divided into two periods the first test period
3/3/2009 and until 23/6/2011, the second test period 13/2/2011 until
30/3/2017. Using the model (1,1) GARCH.
This research aims to identify the possibility of using the information of accruals (Depreciation and Provision) basis in predicting stock market returns for companies listed at Damascus Security Exchange. The study is applied on (11) companies durin
g the period from the first quarter of 2010 until the second quarter of 2014. The hypotheses are tested using approach of simple and multiple linear regression. The research conclude that the information of accruals basis can’t predict stock market returns for next period for companies listed at Damascus Security Exchange, unless the control variables are entered, Book to Market ratio, Beta & Earning to Price ratio.
This study sought to find out whether there is any significant relationship between
the in trading volume shares of Syrian companies listed in the Damascus market Securities
Exchange, and Volatility of stock returns monthly in that market, during t
he period 1-1-
2010 till 31-8-2014, and to discover what kind of that relationship (positive or negative
correlation) in order to give appropriate weight to them for interpreting fluctuations in the
volume of trading in the stock Damascus market Securities Exchange, or for predicting.
When using the method of Nonlinear regression analysis method GARCH(1,1) to process
the data related to Return on the stock in DSE we found that the relationship between the
trading volume shares and volatility of stock returns wasn't statistically significant. This
volatility in stock returns mustn't be taken into account as an important factor when trying
to explain the reasons for fluctuations in trading volume market or when predicting.
The individuals’ Participation in the Securities Exchange plays an important role in
the development of the financial market. Without the active and continuous participation,
the financial market lacks the financial products and its liquidity, and
also the increased
participation leads to the creation of effective trading dynamics of buying and selling.
This paper examines the impact of financial literacy on the individuals’ Participation
in Damascus Securities Exchange. To achieve the objective of the study, data is collected
based on a questionnaire specially designed for this purpose. And the questionnaire has
been distributed to a sample of (384) individuals from the merchants and industrialists who
are registered in the Damascus Chamber of Commerce and Damascus Chamber of
Industry. The study to analysis data depends on using a software of Statistical Package for
the Social Sciences known as SPSS. It has been used some statistical methods like
repetition and percentages in addition to Chi-Square Test to examine hypotheses
concerning the relationship between demographic variables and financial literacy, and a
model logistic regression to study the impact of financial literacy on the individuals’s
participation in the Damascus Securities Exchange
The research finds that the financial literacy of the members of the respondents is
very far from the desired level to participation in the Damascus Securities Exchange where
only (22%) of respondents have a good level of financial literacy. In addition to that, the
research highlights the presence of a statistically significant effect of financial literacy to
participate in the securities exchange; the increasing financial literacy index from a low
level to a better one leads to increase the likelihood of participation by (24%). The research
also concludes two things that there is a relationship between each of the variables of
gender, income and financial literacy, and on the other hand there is no relationship
between the educational qualification and the financial literacy.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
