International transmission of stock market movements

international transmission of stock market movements

International transmission of stock market movements: This study aims to examine the fundamental forces driving stock returns and volatility across the international stock markets. Logistic regression analysis is used to investigate possible highly correlated among 9 international stock markets with stock market of Taiwan.

Afterward, the highly correlated stock indices with Taiwan would be selected enforex madrid contact the input variables of adaptive network-based fuzzy inference system ANFIS model to predict international transmission of stock market movements prices and their direction of Taiwan Stock Exchange Capitalization Weighted International transmission of stock market movements Index.

The experimental results of the proposed model are contrasted with other models including the first-order model Chen in Fuzzy Sets Syst 81 3: Finally, the proposed model produces with lower inaccuracy rate and offers higher direction preciseness than above previous models.

international transmission of stock market movements

The benefit of this methodology depended on its application of a hybrid approach to predict the stock prices and direction with higher ANFIS; Logistic regression analysis; Stock price forecasting; International transmission. Share there are 0 Share. This is my publication.

international transmission of stock market movements
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