Nothing Special   »   [go: up one dir, main page]
create a website
Time Series Forecasting in Stock Trading Markets: The Turning Point Curiosity. (2019). Lusk, Edward J.
In: International Journal of Research in Business and Social Science (2147-4478).
RePEc:rbs:ijbrss:v:8:y:2019:i:4:p:01-16.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. <http://dx.10.1016/S0169-2070(01)00079-6> Adya, M., Lusk, E., & Belhadjali, M. (2009). Decomposition as a complex-skill acquisition strategy in management education: A case study in business forecasting. Decision Sciences Journal of Innovative Education, 7, 9-37. <http://dx.10.1111/j.1540-4609.2008.00199.x> Adya, M. & Lusk, E. (2013). Rule Based Forecasting [RBF] - Improving efficacy of judgmental forecasts using simplified expert rules. International Research Journal of Applied Finance, 4, 1006-1024. <http://dx.10.1016/j.dss.2015.12.009> Armstrong, J & Collopy, F. (1992). Error measures for generalizing about forecasting methods: Empirical comparisons. International Journal of Forecasting, 8, 69-81.

  2. Accounting and Finance Research, 7, 39-59. https://dx.doi.org/10.5430/afr.v7n3p39 Lusk, E. (2019a). A Benchmarked Evaluation of a Selected CapitalCubeâ„¢ Interval-Scaled Market Performance Variable. Accounting and Finance Research, 8, 1-12. https://dx.doi.org/10.5430/afr.v8n2p1 Lusk, E. (2019b). Short-Term Forecasting in the Trading Markets: Suggested Capture Intervals for Bloomberg FA-Downloads, International Journal of Accounting and Financial Reporting, 9,1-19. https://dx.doi.org/10.5296/ijafr.v9i1 Lusk, E. & Heilig, F. (2019c). Fixed effects profile of S&P500 firms. SBE: Working-Paper[ACC:FH&EJL].
    Paper not yet in RePEc: Add citation now

  3. Adya, M. (2000). Corrections to rule-based forecasting: findings from a replication. International Journal of Forecasting, 16, 125-127.<http://dx.10.1016/S0169-2070(99)00034-5> Adya, M., F. Collopy, J.S. Armstrong, & M. Kennedy (2001). Automatic identification of time series features for rule-based forecasting. International Journal of Forecasting, 17, 143-157.

  4. Bhandari, B. (2012). Trading stocks with Camarilla pivots. Futures, 41, 38-40.
    Paper not yet in RePEc: Add citation now
  5. Bhandari, B. (2017). Trading stochastics. Market Trader, 533, 46-48.
    Paper not yet in RePEc: Add citation now
  6. Brillinger. D. (1981). Time Series: Data Analysis and Theory. Holden Day: International Edition in Decision Processes 1st Edition: ISBN-13: 978-0030769757.
    Paper not yet in RePEc: Add citation now
  7. Chen, T-L & Chen, F-U. (2016). An intelligent pattern recognition model for supporting investment decisions in stock market. Information Sciences, 346/7, 261–274. <http://dx.10.1016/j.ins.2016.01.079> Duddella, S. (2017). The ABC chart patter: Symmetry, harmonics & patterns. Modern Trader, Sept, 62-63.
    Paper not yet in RePEc: Add citation now

  8. Collopy, F & Armstrong, S. (1992). Rule-Based forecasting: Development and validation of an expert systems approach to combining time series extrapolations. Management Science, 38, 1194-1414.

  9. Edward J. Lusk / International Journal of Research in Business and Social Science, Vol 8 No 4, 2019 ISSN: 2147-4486 Peer-reviewed Academic Journal published by SSBFNET with respect to copyright holders.
    Paper not yet in RePEc: Add citation now
  10. Larson, W. (2011). Essays on the Dynamics of Regional Housing and Labor Markets. Doctoral Dissertation: George Washington University: UMI:3449151.
    Paper not yet in RePEc: Add citation now
  11. Lee, C-T & Tzeng, J-S. (2013). Trend-Oriented training for neural networks to forecast stock markets. Asia Pacific Management Review,18, 181-195.
    Paper not yet in RePEc: Add citation now
  12. Lusk, E. (2018). Evaluation of the predictive validity of the CapitalCube Market navigation platform.
    Paper not yet in RePEc: Add citation now

  13. Mossin, J. (1966). Equilibrium in a capital asset market. Econometrica, 34, 768-783. <http://dx.doi.org/10.2307/1910098> Makridakis, S., Andersen, A., Carbone, R., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., E. Parzen, E. & Winkler. R. (1982). The accuracy of extrapolation (Time Series) methods: Results of a forecasting competition. Journal of Forecasting, 1, 111-153. <http://dx.doi.org/10.1002/for.3980010202> Nyberg, H. (2013). Predicting bear and bull stock markets with dynamic binary time series models. Journal of Banking & Finance, 37, 3351–3363. <http://dx.doi.10.1016/j.jbankfin.2013.05.008> Schadler, F. & Cotton, B. (2008). Are the AAII stock screens a useful tool for investors? Financial Services Review, 17, 185–201.

  14. Page Lee, C-T & Tzeng, J-S. (2013). Trend-Oriented training for neural networks to forecast stock markets. Asia Pacific Management Review, 18, 181-195. <http://dx.10.6126/APMR.2013.18.2.04> Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics, 47, 13-37. <http://dx.doi.org/10.2307/1924119> Fama, E. & French, K. (1992). The Cross-Section of expected stock returns. The Journal of Finance, 47, 427 - 456. <http://dx.doi.org/10.1111/j.1540-6261.1992.tb04398> Fama, E. & French, K. (2012). Size, value, and momentum in international stock returns. Journal of Financial Economics, 105, 457- 472 . <http://dx.doi.org/10.1016/j.jfineco.2012.05.011>.

  15. Sharpe, F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 19, 425-442. <http://dx.doi.org/10.2307/2977928> Treynor, J. (1962). Toward a theory of market value of risky assets. Working paper subsequently published in: Korajczyk, R. [Ed] (1999). Asset Pricing and Portfolio Performance. Risk Books [London] [1522 ]. Edward J. Lusk / International Journal of Research in Business and Social Science, Vol 8 No 4, 2019 ISSN: 2147-4486 Peer-reviewed Academic Journal published by SSBFNET with respect to copyright holders. Page

Cocites

Documents in RePEc which have cited the same bibliography

  1. Golden Rule of Forecasting: Be conservative. (2014). Green, Kesten ; Armstrong, J. ; Graefe, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:53579.

    Full description at Econpapers || Download paper

  2. The Effects of Prediction Market Design and Price Elasticity on Trading Performance of Users: An Experimental Analysis. (2012). Krcmar, Helmut ; Riedl, Christoph ; Koroglu, Orhan ; Fuller, Johann ; Leimeister, Jan Marco ; Blohm, Ivo .
    In: Papers.
    RePEc:arx:papers:1204.3457.

    Full description at Econpapers || Download paper

  3. Modeling Repeat Purchases in the Internet when RFM Captures Past Influence of Marketing. (2011). Albers, Sönke ; Reimer, Kerstin .
    In: EconStor Preprints.
    RePEc:zbw:esprep:50730.

    Full description at Econpapers || Download paper

  4. Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos. (2011). Valdivia, Daney ; Aguilar, Ruben .
    In: MPRA Paper.
    RePEc:pra:mprapa:35485.

    Full description at Econpapers || Download paper

  5. An online estimation scheme for a Hull–White model with HMM-driven parameters. (2009). Mamon, Rogemar ; Erlwein, Christina.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:18:y:2009:i:1:p:87-107.

    Full description at Econpapers || Download paper

  6. Applicability of the Revised Mean Absolute Percentage Errors (MAPE) Approach to Some Popular Normal and Non-normal Independent Time Series. (2009). Ren, Louie ; Glasure, Yong .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:15:y:2009:i:4:p:409-420.

    Full description at Econpapers || Download paper

  7. Forecasting international bandwidth capacity using linear and ANN methods. (2008). Madden, Gary ; Tan, Joachim .
    In: MPRA Paper.
    RePEc:pra:mprapa:13005.

    Full description at Econpapers || Download paper

  8. Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. (2007). Wagatha, Matthias.
    In: MPRA Paper.
    RePEc:pra:mprapa:8602.

    Full description at Econpapers || Download paper

  9. Forecasting telecommunications data with linear models. (2007). Madden, Gary ; Tan, Joachim .
    In: MPRA Paper.
    RePEc:pra:mprapa:14739.

    Full description at Econpapers || Download paper

  10. Optimal forecasting model selection and data characteristics. (2007). Madden, Gary ; Fildes, Robert ; Tan, Joachim .
    In: MPRA Paper.
    RePEc:pra:mprapa:10819.

    Full description at Econpapers || Download paper

  11. Does Age Structure Forecast Economic Growth?. (2007). Seminerio, Juliana ; Finlay, Jocelyn ; Fink, Günther ; canning, david ; Bloom, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13221.

    Full description at Econpapers || Download paper

  12. Population forecast accuracy: does the choice of summary measure of error matter?. (2007). Rayer, Stefan .
    In: Population Research and Policy Review.
    RePEc:kap:poprpr:v:26:y:2007:i:2:p:163-184.

    Full description at Econpapers || Download paper

  13. Electricity rationing and public response. (2007). Souza, Leonardo ; Soares, Lacir Jorge.
    In: Energy Economics.
    RePEc:eee:eneeco:v:29:y:2007:i:2:p:296-311.

    Full description at Econpapers || Download paper

  14. Recursive Thick Modeling and the Choice of Monetary Policy in Mexico.. (2007). Rodriguez, Arnulfo .
    In: Working Papers.
    RePEc:bdm:wpaper:2007-04.

    Full description at Econpapers || Download paper

  15. HOW ACCURATE ARE THE SWEDISH FORECASTERS ON GDP-GROWTH,CPI- INFLATION AND UNEMPLOYMENT? (1993-2001). (2005). Barot, Bharat.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510017.

    Full description at Econpapers || Download paper

  16. Forecasting for Marketing. (2005). Armstrong, J. ; Brodie, R..
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0502018.

    Full description at Econpapers || Download paper

  17. Decomposition by Causal Forces: A Procedure for Forecasting Complex Time Series. (2005). Armstrong, J..
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0502015.

    Full description at Econpapers || Download paper

  18. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

    Full description at Econpapers || Download paper

  19. Forecasting international bandwidth capability. (2005). Madden, Gary ; Coble-Neal, Grant .
    In: MPRA Paper.
    RePEc:pra:mprapa:10822.

    Full description at Econpapers || Download paper

  20. Demand Forecasting: Evidence-based Methods. (2005). Green, Kesten ; Armstrong, J..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2005-24.

    Full description at Econpapers || Download paper

  21. Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2005-13.

    Full description at Econpapers || Download paper

  22. Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo. (2005). Nuñez, Hector ; NUÑEZ AMORTEGUI, Hector Mauricio, .
    In: REVISTA DE ECONOMÍA DEL ROSARIO.
    RePEc:col:000151:003709.

    Full description at Econpapers || Download paper

  23. Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations. (2004). Armstrong, J. ; Collopy, Fred .
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0412004.

    Full description at Econpapers || Download paper

  24. Causal Forces: Structuring Knowledge for Time-series Extrapolation. (2004). Armstrong, J. ; Collopy, Fred .
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0412003.

    Full description at Econpapers || Download paper

  25. Correspondence On the Selection of Error Measures for Comparisons Among Forecasting Methods. (2004). Armstrong, J. ; Fildes, Robert.
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0412002.

    Full description at Econpapers || Download paper

  26. Internet traffic dynamics. (2004). Madden, Gary ; Coble-Neal, Grant .
    In: MPRA Paper.
    RePEc:pra:mprapa:10827.

    Full description at Econpapers || Download paper

  27. Demographically based global income forecasts up to the year 2050. (2004). Lindh, Thomas ; Malmberg, BO.
    In: Arbetsrapport.
    RePEc:hhs:ifswps:2004_007.

    Full description at Econpapers || Download paper

  28. Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil. (2003). Souza, Leonardo ; Soares, Lacir Jorge.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:491.

    Full description at Econpapers || Download paper

  29. Forecasting electricity demand using generalized long memory. (2003). Souza, Leonardo ; Soares, Lacir Jorge.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:486.

    Full description at Econpapers || Download paper

  30. Forecasting the US unemployment rate. (2003). Proietti, Tommaso.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476.

    Full description at Econpapers || Download paper

  31. Automatic identification of time series features for rule-based forecasting. (2001). Armstrong, J. ; Adya, Monica ; Collopy, Fred ; Kennedy, Miles .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:2:p:143-157.

    Full description at Econpapers || Download paper

  32. A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Snyder, Ralph ; Hyndman, Rob ; Koehler, A. B. ; Grose, S..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2000-9.

    Full description at Econpapers || Download paper

  33. The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

    Full description at Econpapers || Download paper

  34. Sales forecasts for existing consumer products and services: Do purchase intentions contribute to accuracy?. (2000). KUMAR, VIKAS ; Armstrong, J. ; Morwitz, Vicki G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:3:p:383-397.

    Full description at Econpapers || Download paper

  35. Correct or combine? Mechanically integrating judgmental forecasts with statistical methods. (2000). Goodwin, Paul.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:2:p:261-275.

    Full description at Econpapers || Download paper

  36. Forecasting OECD industrial turning points using unobserved components models with business survey data. (2000). Bujosa, Marcos ; Garcia-Ferrer, Antonio .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:2:p:207-227.

    Full description at Econpapers || Download paper

  37. Improving the voluntary integration of statistical forecasts and judgment. (2000). Goodwin, Paul.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:1:p:85-99.

    Full description at Econpapers || Download paper

  38. Forecasting the short-term demand for electricity: Do neural networks stand a better chance?. (2000). Darbellay, Georges A. ; Slama, Marek.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:1:p:71-83.

    Full description at Econpapers || Download paper

  39. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, Robert.
    In: Working Papers.
    RePEc:lan:wpaper:425.

    Full description at Econpapers || Download paper

  40. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, R A.
    In: Working Papers.
    RePEc:lan:wpaper:413.

    Full description at Econpapers || Download paper

  41. On the asymmetry of the symmetric MAPE. (1999). Goodwin, Paul ; Lawton, Richard.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:15:y:1999:i:4:p:405-408.

    Full description at Econpapers || Download paper

  42. A nonlinear forecasts combination method based on Takagi-Sugeno fuzzy systems. (1998). Fiordaliso, Antonio.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:14:y:1998:i:3:p:367-379.

    Full description at Econpapers || Download paper

  43. A note on forecasting international tourism demand in Spain. (1997). Garcia-Ferrer, Antonio ; Queralt, Ricardo A..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:13:y:1997:i:4:p:539-549.

    Full description at Econpapers || Download paper

  44. Focus forecasting reconsidered. (1997). Anderson, Elizabeth A. ; Gardner, Everette S..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:13:y:1997:i:4:p:501-508.

    Full description at Econpapers || Download paper

  45. Automatic feature identification and graphical support in rule-based forecasting: a comparison. (1996). Flores, Benito E. ; Pearce, Stephen L. ; Vokurka, Robert J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:12:y:1996:i:4:p:495-512.

    Full description at Econpapers || Download paper

  46. Publication of research on controversial topics: The early acceptance procedure. (1996). Armstrong, J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:12:y:1996:i:2:p:299-302.

    Full description at Econpapers || Download paper

  47. The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions. (1996). Kruk, Joshua M. ; Tashman, Leonard J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:12:y:1996:i:2:p:235-253.

    Full description at Econpapers || Download paper

  48. Graphs versus tables: Effects of data presentation format on judgemental forecasting. (1996). Bolger, Fergus ; Harvey, Nigel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:12:y:1996:i:1:p:119-137.

    Full description at Econpapers || Download paper

  49. Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

    Full description at Econpapers || Download paper

  50. Aggregate and disaggregate sector forecasting using consumer confidence measures. (1995). KUMAR, VIKAS ; Gaskins, John N. ; Leone, Robert P..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:11:y:1995:i:3:p:361-377.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-02 01:27:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.