Open Access. Powered by Scholars. Published by Universities.®
- Keyword
-
- Arab Spring (1)
- Artificial Intelligence in Finance (1)
- Classification (1)
- Continuous Wavelet Transform (1)
- Egypt (1)
-
- Finance (1)
- Genetic Algorithms (1)
- ICRG (1)
- Institutional investors (1)
- Islamic finance (1)
- LSTM (1)
- Layering (1)
- Machine Learning (1)
- Machine learning (1)
- PRS (1)
- Political Risk (1)
- Price Manipulation (1)
- Signal Processing (1)
- Spoofing (1)
- Stock market (1)
- Stock price prediction (1)
- Stock trading (1)
- Stock-Screening (1)
- Stocks (1)
- Switching Model (1)
Articles 1 - 6 of 6
Full-Text Articles in Business
Using Hybrid Machine Learning Models For Stock Price Forecasting And Trading., Ahmed Khalil
Using Hybrid Machine Learning Models For Stock Price Forecasting And Trading., Ahmed Khalil
Theses and Dissertations
Trading stocks of publicly traded companies in stock markets is a challenging topic since investors are researching what tools can be used to maximize their profits while minimizing risks, which encouraged all researchers to research and test different methods to reach such a goal. As a result, the use of both fundamental analysis and technical analysis started to evolve to support traders in buying and selling stocks. Recently, the focus increased on using Machine learning models to predict stock prices and algorithmic trading as currently there is a huge amount of data that can be processed and used to forecast …
Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef
Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef
Theses and Dissertations
Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the confidence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market efficiency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The benefit of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock price …
Ai Stock-Screening Methodology For Portfolio Construction, Omar Ahmed Khater
Ai Stock-Screening Methodology For Portfolio Construction, Omar Ahmed Khater
Theses and Dissertations
Selecting profitable stocks is crucial in constructing an all-equity portfolio. Investors need to rely on screening mechanisms to aid investment decision making. New stock selection methods are highly desired, and existing methods are constantly improved. In this research, we investigate the potential of relying on artificial intelligence to guide the stock selection process. The developed model employed genetic algorithms to optimize the selection of screening rules from among a set of widely accepted fundamental indicators. The model robustness and performance are tested using stock market real data over a 14-year period from 2006 till 2019. Based on portfolio quality factors …
Performance Of Islamic Stocks Versus Conventional Stocks During Crisis And Non Crisis Period: Evidence From Mena Region., Eshraq Abou El Enein
Performance Of Islamic Stocks Versus Conventional Stocks During Crisis And Non Crisis Period: Evidence From Mena Region., Eshraq Abou El Enein
Theses and Dissertations
The purpose of this thesis is to examine the performance of both Islamic and conventional stocks, and to investigate whether the Islamic filtering criteria acts as a shield of protection for investors during crisis or not, based on a panel sample of 12 countries in the MENA region covering 10 different sectors from 1998-2018. Using panel fixed effect regression. We divided out sample into three periods; 1998-2006 pre-crisis period, 2007-2008 crisis period and 2009-2018 post crisis period. Our main finding is that the filtering criteria has a positive relation with the returns significant for the post crisis period and positive …
Preferences Of Institutional Investors: Evidence From The Arab Region, Mohamed Ahmed Magdy Elsayed
Preferences Of Institutional Investors: Evidence From The Arab Region, Mohamed Ahmed Magdy Elsayed
Theses and Dissertations
In this research, we examine the preferences of institutional investors in the Arab region. Institutional investors’ investment decisions are based on various factors or measures that are used in assessing the worthiness of a company for investment. The research uses measures for stock risk and return, financial leverage, profitability, ownership concentration and trading activity, as well as measures for company size, value, sector, and country as predictor variables for the rate of institutional ownership and analyzes the impact of these variables. Using a cross-sectional model, the research gathers evidence from the Arab region’s leading stock markets by market capitalization for …
Political Risk Effect On Financial Market Returns; Between Magnification And Neglection: Evidence From Egyptian Stock Market, Salma Mohamed Alaaeldin
Political Risk Effect On Financial Market Returns; Between Magnification And Neglection: Evidence From Egyptian Stock Market, Salma Mohamed Alaaeldin
Theses and Dissertations
There is extensive debate on whether political risk is an important factor that influences financial markets and investment decision, especially in developing economies. The main aim of this thesis is to analyze the effect of political risk on stock market returns while controlling for financial risk, economic risk, interest rates and foreign exchange rates. The main methodology involves estimating the model using a regime switching model to account for changes in volatility. The sample period starts from January 2007 to August 2017. The data includes: EGX30 returns over the period, Political risk as proxied by International Country Risk Guide (ICRG) …