Prediction of International Stock Market Movements Using a Statistical Time Series Analysis Method

JK Shareef - 2013 - i-rep.emu.edu.tr
The thesis has used econometric time series models to model and forecast the development
in closing prices of main international stock markets. These are New York, London, Tokyo …

On experimental investigation of the web-based stock-exchange model

J Mockus, I Katin, J Katina - Lietuvos matematikos rinkinys. Ser. A, 2012 - epublications.vu.lt
Abstract [eng] In this paper, the updated model USEGM simulating the stock exchange is
investigated. The updated model includes the transaction costs to reflect the reality better. To …