scholarly journals A Stock Trend Forecast Algorithm Based on Deep Neural Networks

2021 ◽  
Vol 2021 ◽  
pp. 1-7
Author(s):  
Yingying Yan ◽  
Daguang Yang
Keyword(s):  
Stock Market ◽  
Time Series Prediction ◽  
Time Correlation ◽  
Attention Mechanism ◽  
Forecast Errors ◽  
Target Sequence ◽  
Multiple Input ◽  
Before And After ◽  
Long Time ◽  
Feature Association

As a recognized complex dynamic system, the stock market has many influencing factors, such as nonstationarity, nonlinearity, high noise, and long memory. It is difficult to explain it simply through mathematical models. Therefore, the analysis and prediction of the stock market have been a very challenging job since long time. Therefore, this paper adopts an encoder-decoder model of attention mechanism, adding attention mechanism from two aspects of feature and time. Both encoder and decoder use LSTM neural network. This method solves two problems in time series prediction; the first problem is that multiple input features have different degrees of influence on the target sequence, the feature attention mechanism is used to deal with this problem, and the weights of different input features can be obtained. A more robust feature association relationship is obtained; the second problem is that the data before and after the sequence have a strong time correlation. The time attention mechanism is used to deal with this problem, and the weights at different time points can be obtained to obtain more robustness and good timing dependencies. The simulation and experimental results show that the introduction of the attention mechanism can obtain lower forecast errors, which proves the effectiveness of the model in dealing with stock forecasting problems.

The Effects of Share Repurchase Announcements on Returns in the Malaysia Stock Market

2018 ◽  
Vol 1 (1) ◽  
pp. 1 ◽  
Author(s):  
Tze San Ong ◽  
Pei San Ng
Keyword(s):  
Stock Market ◽  
Abnormal Return ◽  
Small Firms ◽  
Abnormal Returns ◽  
Share Repurchase ◽  
Before And After ◽  
Positive Abnormal Return ◽  
Repurchase Announcements ◽  
Signaling Hypothesis ◽  
Firm Characteristic

This paper examines the market response surrounding the share repurchase announcements of Malaysia Listed Companies from years 2012 to 2016. One sample T-test was carried out to identify the abnormal return in the range before and after 20 days from share repurchase announcements. The result shows a significant positive abnormal return in the day of repurchase announcements and continuously until day 1 after the announcements. Multiple regression analysis was performed in order to identify the firm characteristic of share repurchase. The finding is supported with information asymmetric, which shows that stock market reacts more favorably through the repurchase announcements by small firms than large firms. This study is consistent with the signaling hypothesis that shows share repurchase announcement can be an effective tool in stabilizing the stock market in Malaysia. The finding of this study acts as a useful tool for managers and investors to improve their decisions on share repurchase announcements in Malaysia. Company’s managers can conduct share repurchase announcements that are able to make the stock market react positively in order to generate positive abnormal returns.

Pricing models of shares of Russian companies and their practical application

2019 ◽  
pp. 48-76 ◽  
Author(s):  
Alexander E. Abramov ◽  
Alexander D. Radygin ◽  
Maria I. Chernova
Keyword(s):  
Stock Market ◽  
Institutional Investors ◽  
Factor Model ◽  
Investment Strategies ◽  
Pricing Models ◽  
Foreign Portfolio Investment ◽  
Market Portfolio ◽  
Stock Market Performance ◽  
Long Time ◽  
Russian Stock Market

The article analyzes the problems of applying stock pricing models in the Russian stock market. The novelty of the study lies in the peculiarities of the methodology used and the substantive conclusions on the specifics of the influence of fundamental factors on the pricing of shares of Russian companies. The study was conducted using its own 5-factor basic pricing model based on a sample of the most complete number of issues of shares of Russian issuers and a long time horizon, from 1997 to 2017. The market portfolio was the widest for a set of issuers. We consider the factor model as a kind of universal indicator of the efficiency of the stock market performance of its functions. The article confirms the significance of factors of a broad market portfolio, size, liquidity and, in part, momentum (inertia). However, starting from 2011, the significance of factors began to decrease as the qualitative characteristics of the stock market deteriorated due to the outflow of foreign portfolio investment, combined with the low level of development of domestic institutional investors. Also identified is the cyclical nature of the actions of company size and liquidity factors. Their ability to generate additional income on shares rises mainly at the stage of the fall of the stock market. The results of the study suggest that as domestic institutional investors develop on the Russian stock market, factor investment strategies can be used as a tool to increase the return on investor portfolios.

scholarly journals Physiological and Psychological Effects of Watching Videos of Different Durations Showing Urban Bamboo Forests with Varied Structures

2020 ◽  
Vol 17 (10) ◽  
pp. 3434
Author(s):  
Yuqian Wang ◽  
Mingyan Jiang ◽  
Yinshu Huang ◽  
Zhiyi Sheng ◽  
Xiao Huang ◽  
...  
Keyword(s):  
Blood Pressure ◽  
Skin Conductance ◽  
Human Body ◽  
Stable State ◽  
Mean Value ◽  
Psychological Effects ◽  
Physiological Indicators ◽  
Psychological Indicators ◽  
Before And After ◽  
Long Time

This study illustrated the physiological and psychological effects of watching videos of different durations showing bamboo forests with varied structures. Physiological indicators, including EEG (electroencephalogram), blood pressure, skin conductance, and pulse, were monitored in 180 Chinese university students (mean age: 20.72 ± 2.56 years) while they were watching bamboo videos. Before and after watching the videos, their psychological indicators, including positive and negative moods, were measured using the Profile of Mood States questionnaire. After watching the bamboo videos of different durations, all of the physiological indicators responded to the stimulation after only 1 min. The indicators showed different trends at 1, 3 and 5 min. EEG decreased and then was maintained at a stable level after 1 min, and the high β, low β, and α waves had no significant differences between 1, 3 and 5 min. Blood pressure dropped to a stable state after 3 min, and the decline was significantly different greater after 3 min than after 1 min. Skin conductance increased for 1 to 5 min, and it did not stabilize after a long time (5 min). Pulse decreased after 1 min but increased after 5 min. After watching the videos with bamboo of varying structures, the physiological and psychological indicators showed significantly different changes. Skin conductance significantly increased (mean value: 6.78%), and the amount of sweat was more effectively reduced, thereby reducing tension, when the students viewed videos of sympodial bamboo forests compared with monopodial bamboo forests. Bamboo forests with a higher canopy density (0.83–0.85) could significantly decrease α waves (mean value: 1.50 Hz), relaxing the human body. High β and low β waves showed greater decreases, with tension reduced more effectively, when bamboo forests with a low tilt ratio (< 1.5%) were viewed. Bamboo forests with neat undergrowth could have more beneficial physiological and psychological effects on the human body.

THE EFFECTS OF ELECTROACUPUNCTURE COMBINED WITH ACUPRESSURE POINTS, MASSAGE TREATMENT AND “DOC HOAT TANG KY SINH” REMEDY ON TREATING SCIATICA DUE TO LUMBAR SPONDYLOSIS

2020 ◽  
pp. 105-111
Author(s):  
Giang Huynh Huong ◽  
Tan Nguyen Thi ◽  
Hung Nguyen Van
Keyword(s):  
Traditional Medicine ◽  
Modern Medicine ◽  
Common Disease ◽  
Working Ability ◽  
Treatment Results ◽  
Lumbar Spondylosis ◽  
Before And After ◽  
Massage Treatment ◽  
Long Time ◽  
Methods Of Treatment

Background: Sciatica due to lumbar spondylosis is a common disease syndrome, include pathological signs from lumbar spine and sciatic nerve. It occurs for a long time and affects to working ability and daily life. Currently there are many methods of treatment with modern medicine and traditional medicine. Electroacupuncture combined with acupressure point, massage treatment and “Doc hoat tang ky sinh” remedy is a highly effective method on treating sciatica due to lumbar spondylosis. Objectives: To evaluate the effectives of electroacupuncture combined with acupressure point, massage treatment and “Doc hoat tang ky sinh” remedy on treating sciatica due to lumbar spondylosis. Materials and Method: A total of 43 patients was diagnosed sciatica caused by lumbar spondylosis who treated at Thua Thien Hue Traditional Medicine Hospital. The study was designed by method of prospective study, assessed the results before and after the treatment. Results: Very good: 34.9%; good: 34.9%; average 7%. There was not any unexpected effects observed in this trial. Conclusion: Electroacupuncture combined with acupressure point, massage treatment and “Doc hoat tang ky sinh” remedy is a effective method on treating sciatica caused by lumbar spondylosis. Key words: sciatica, lumbar spondylosis, acupuncture, electroacupuncture, acupressure point, massage treatment

Digital Controller Design for Analog Systems Represented by Multiple Input–Output Time-Delay Transfer Function Matrices with Long Time Delays

2012 ◽  
Vol 31 (5) ◽  
pp. 1653-1676 ◽  
Author(s):  
Hsun-Pang Wang ◽  
Xiaohui Gu ◽  
Linbo Xie ◽  
Leang-San Shieh ◽  
Jason S. H. Tsai ◽  
...  
Keyword(s):  
Time Delay ◽  
Transfer Function ◽  
Time Delays ◽  
Controller Design ◽  
Digital Controller ◽  
Input Output ◽  
Multiple Input ◽  
Long Time ◽  
Output Time ◽  
Analog Systems

The Longevity of Homosexuals: Before and after the Aids Epidemic

1994 ◽  
Vol 29 (3) ◽  
pp. 249-272 ◽  
Author(s):  
Paul Cameron ◽  
William L. Playfair ◽  
Stephen Wellum
Keyword(s):  
Early Death ◽  
Drug Abusers ◽  
Surgeon General ◽  
Aids Epidemic ◽  
Short Lifespan ◽  
Before And After ◽  
Long Time ◽  
The Individual ◽  
Intravenous Drug Abusers ◽  
Age Of Death

Although the U.S. Surgeon General characterized homosexual sex as “normal” and “healthy,” homosexuals and IV drug abusers have suffered disproportionately from the AIDS epidemic. Longevity is often utilized as a measure of health. How long did homosexuals live before the AIDS epidemic and how long do they live today? We examined 6,737 obituaries/death notices from eighteen U.S. homosexual journals over the past thirteen years and compared them to obituaries from two conventional newspapers. The obituaries from the non-homosexual newspapers were similar to U.S. averages for longevity: the median age of death of married men was seventy-five, 80 percent died old (65 or older); for unmarried men it was fifty-seven, 32 percent died old; for married women it was seventy-nine, 85 percent died old; for unmarried women it was seventy-one, 60 percent died old. For the 6,574 homosexual deaths, the median age of death if AIDS was the cause was thirty-nine irrespective of whether or not the individual had a Long Time Sexual Partner [LTSP], 1 percent died old. For those 829 who died of non-AIDS causes the median age of death was forty-two (41 for those 315 with a LTSP and 43 for those 514 without) and <9 percent died old. Homosexuals more frequently met a violent end from accidental death, traffic death, suicide, and murder than men in general. The 163 lesbians registered a median age of death of forty-four (20% died old) and exhibited high rates of violent death and cancer as compared to women in general. Old homosexuals appear to have been proportionately less numerous than their non-homosexual counterparts in the scientific literature from 1858 to 1993. The pattern of early death evident in the homosexual obituaries is consistent with the pattern exhibited in the published surveys of homosexuals and intravenous drug abusers. Homosexuals may have experienced a short lifespan for the last 140 years; AIDS has apparently reduced it about 10 percent. Such an abbreviated lifespan puts the healthfulness of homosexuality in question.

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