The rise or fall of the stock markets directly affects investors’interest and loyalty.Therefore,it is necessary to measure the performance of stocks in the market in advance to prevent our assets from suffering signi...The rise or fall of the stock markets directly affects investors’interest and loyalty.Therefore,it is necessary to measure the performance of stocks in the market in advance to prevent our assets from suffering significant losses.In our proposed study,six supervised machine learning(ML)strategies and deep learning(DL)models with long short-term memory(LSTM)of data science was deployed for thorough analysis and measurement of the performance of the technology stocks.Under discussion are Apple Inc.(AAPL),Microsoft Corporation(MSFT),Broadcom Inc.,Taiwan Semiconductor Manufacturing Company Limited(TSM),NVIDIA Corporation(NVDA),and Avigilon Corporation(AVGO).The datasets were taken from the Yahoo Finance API from 06-05-2005 to 06-05-2022(seventeen years)with 4280 samples.As already noted,multiple studies have been performed to resolve this problem using linear regression,support vectormachines,deep long short-termmemory(LSTM),and many other models.In this research,the Hidden Markov Model(HMM)outperformed other employed machine learning ensembles,tree-based models,the ARIMA(Auto Regressive IntegratedMoving Average)model,and long short-term memory with a robust mean accuracy score of 99.98.Other statistical analyses and measurements for machine learning ensemble algorithms,the Long Short-TermModel,and ARIMA were also carried out for further investigation of the performance of advanced models for forecasting time series data.Thus,the proposed research found the best model to be HMM,and LSTM was the second-best model that performed well in all aspects.A developedmodel will be highly recommended and helpful for early measurement of technology stock performance for investment or withdrawal based on the future stock rise or fall for creating smart environments.展开更多
This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a comprehensive exploration on direct and indirect causality....This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a comprehensive exploration on direct and indirect causality. The results from linear conditional causality test show a strong influence of the US stock market on the co-movements of BRIC. Our findings identify the US stock market which is the main inner factor making major contributions to the co-movements among the BRIC stock markets. Further, this study provides robust evidence that the co-movements cannot be significantly influenced by the common information factor. These findings show a more complete picture of the relationships between the US and the BRIC stock markets, offering important implications for policymakers and investors.展开更多
基金supported by Kyungpook National University Research Fund,2020.
文摘The rise or fall of the stock markets directly affects investors’interest and loyalty.Therefore,it is necessary to measure the performance of stocks in the market in advance to prevent our assets from suffering significant losses.In our proposed study,six supervised machine learning(ML)strategies and deep learning(DL)models with long short-term memory(LSTM)of data science was deployed for thorough analysis and measurement of the performance of the technology stocks.Under discussion are Apple Inc.(AAPL),Microsoft Corporation(MSFT),Broadcom Inc.,Taiwan Semiconductor Manufacturing Company Limited(TSM),NVIDIA Corporation(NVDA),and Avigilon Corporation(AVGO).The datasets were taken from the Yahoo Finance API from 06-05-2005 to 06-05-2022(seventeen years)with 4280 samples.As already noted,multiple studies have been performed to resolve this problem using linear regression,support vectormachines,deep long short-termmemory(LSTM),and many other models.In this research,the Hidden Markov Model(HMM)outperformed other employed machine learning ensembles,tree-based models,the ARIMA(Auto Regressive IntegratedMoving Average)model,and long short-term memory with a robust mean accuracy score of 99.98.Other statistical analyses and measurements for machine learning ensemble algorithms,the Long Short-TermModel,and ARIMA were also carried out for further investigation of the performance of advanced models for forecasting time series data.Thus,the proposed research found the best model to be HMM,and LSTM was the second-best model that performed well in all aspects.A developedmodel will be highly recommended and helpful for early measurement of technology stock performance for investment or withdrawal based on the future stock rise or fall for creating smart environments.
文摘This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a comprehensive exploration on direct and indirect causality. The results from linear conditional causality test show a strong influence of the US stock market on the co-movements of BRIC. Our findings identify the US stock market which is the main inner factor making major contributions to the co-movements among the BRIC stock markets. Further, this study provides robust evidence that the co-movements cannot be significantly influenced by the common information factor. These findings show a more complete picture of the relationships between the US and the BRIC stock markets, offering important implications for policymakers and investors.
