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INTELLIGENT SOLUTIONS FOR ESTIMATION OF TENDENCIES IN THE STOCK MARKET

Anale. Seria Stiinte Economice. Timisoara, 2018, Vol.23, p.1-12

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Title:
INTELLIGENT SOLUTIONS FOR ESTIMATION OF TENDENCIES IN THE STOCK MARKET
Author: Negruţ, Viorel ; Pavel, Codruţa
Subjects: Securities markets ; Stock exchanges ; Stock prices ; Volatility
Is Part Of: Anale. Seria Stiinte Economice. Timisoara, 2018, Vol.23, p.1-12
Description: The paper attempts to analyze the influence of various factors on the future evolution of the value of shares quoted on the stock exchange. For this purpose, some calculation methods and models estimating the future trend are presented. The main determinants were: historical prices, share price volatility and implicit volatility. The results of the correlation of the influence of these factors on the estimated price are also presented. The smart solutions offered by spreadsheet software solutions allow us to develop more scenarios to approximate future stock price values, assuming that these are independent variables, following a logarithmic statistical distribution and associating random probability occurrence values. For this reason, values for several random scenarios can be approximated for a better estimate offuture prices by averaging the values of the scenarios for a specified time horizon.
Publisher: Timisoara: Tibiscus University in Timisoara, Faculty of Economics
Language: English
Identifier: ISSN: 1582-2680
EISSN: 1582-6333
Source: AUTh Library subscriptions: ProQuest Central

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