A Statistical Analysis of the Stochastic Drift between MICEX and TASI-an in-Depth Study

Kumar, Abhishek

doi:10.5958/2321-5763.2018.00063.x

Cited by 2 publications

(1 citation statement)

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“…In fact, few scholars have discussed how to predict the Tadawul index (TASI) using some specific factors [12,[45][46][47]. Alsufyani and Sarmidi [48] found there is no relation between commodity energy price and TASI volatility.…”

Section: Tadawul Index (Tasi) and International Indicesmentioning

confidence: 99%

Can International Market Indices Estimate TASI’s Movements? The ARIMA Model

Assous

Al-Rousan

AL-Najjar

et al. 2020

Journal of Open Innovation: Technology, Market, and Complexity

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This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built using two independent variables of time and international index, while TASI was the dependent variable. Linear, logarithmic, quadratic, cubic, power, and exponential equations were separately used to achieve the targeted results. The results reveal that power equation is the best equation for forecasting the TASI index with a low error rate and high determination coefficient. Additionally, findings of the AutoRegressive Integrated Moving Average (ARIMA) model represent the most important variables to use in order to build a prediction model that can estimate the TASI index. The ARIMA model (with Expert Modeler) coefficients are described as ARIMA (0,1,14). The results show that the SP500, NIKKEI, CAC40, and HSI indices are the most suitable variables for estimating TASI with an R2 and RMSE equal to 0.993 and 113, respectively. This relationship can be used on the previous day to estimate the opening price of TASI based on the closing prices of international indices.

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Section: Tadawul Index (Tasi) and International Indicesmentioning

confidence: 99%

Can International Market Indices Estimate TASI’s Movements? The ARIMA Model

Assous

Al-Rousan

AL-Najjar

et al. 2020

Journal of Open Innovation: Technology, Market, and Complexity

View full text Add to dashboard Cite

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Possible involvement of Protein Tyrosine Phosphatase in Alcoholic Cardiomyopathy

Kaur,

Dhiman,

Sharma

2024

RJPT

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Protein tyrosine phosphatases (PTPase’s) are the enzymes that dephosphorylate survival kinase PI3K/Akt pathway this may be a key mechanism in alcohol-induced cardiomyopathy. Therefore, the present study was designed to investigate the role of PTPase in alcohol-induced cardiomyopathy. Ethanol (20%) at the dose of 7.9 g/kg P.o was given regularly for 60 days that produced Alcohol-induced Cardiomyopathy (ACM). CM (cardiomyopathy) was assessed in terms of decrease in LVDP, dp/dtmax, dp/dtmin, LV protein content, CFR and increase in LVEDP, LVW/BW, MABP, LV collagen, LV cholesterol content, TNF-α, nitrite levels and iNOS expression in alcoholic cardiomyopathic rats. Sodium Orthovanadate (SOV) (PTPase inhibitor) at the dose of 2.5, 5 and 10mg/kg significantly increased LVDP, dp/dtmax, dp/dtmin, CFR, LV protein content. Moreover, significant decrease in the elevated MABP, LVEDP, LVW/BW, LV collagen, LV cholesterol content, nitrite, TNF-α and iNOS level was observed. Furthermore, administration of SMT (S-methylisothiourea), an iNOS inhibitor (5mg/kg., i.p) with SOV (10mg/kg., p.o) significantly increased the ameliorative effect of SOV (10mg/kg., p.o). The findings suggested that PTPases may have a function in regulating alcohol-induced cardiomyopathy by interfering with Akt/Pi3k and its downstream pathways, which include TNF-alpha and iNOS.

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A Statistical Analysis of the Stochastic Drift between MICEX and TASI-an in-Depth Study

Cited by 2 publications

References 0 publications

Can International Market Indices Estimate TASI’s Movements? The ARIMA Model

Can International Market Indices Estimate TASI’s Movements? The ARIMA Model

Possible involvement of Protein Tyrosine Phosphatase in Alcoholic Cardiomyopathy

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