Forecasting stock market returns: New technical indicators and two-step economic constraint method

Dai, Zhifeng; Dong, Xiaodi; Kang, Jie; Lian-ying, Hong

doi:10.1016/j.najef.2020.101216

Cited by 68 publications

(41 citation statements)

References 48 publications

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“…Latest papers talk about the related topic with a special perspective. For example, Dai et al [11] discuss the stock market returns with new technical indicators, which were found beneficial to the IPR and had the implication of predictability of firm trend correlated.…”

Section: Introductionmentioning

confidence: 99%

Will Intellectual Property Rights Policy Increase Foreign Direct Investment and Promote Technological Innovation?

Liu

Zhao

2021

Mathematical Problems in Engineering

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In this paper, we discuss the effects of intellectual property rights (IPRs) on FDI and indigenous innovation and the overall effects of IPR on the Southern and Northern countries. Our model predicts that tighter IPR is good for FDI and indigenous innovation; however, the effects vary according to the initial resource endowment such as skill level and absorptive capacity. By a game theory model, we also find that tighter IPR benefits both sides if the innovation is the common knowledge to both players, and it improves indigenous innovation and welfare in a short term, but they will emerge in the long run. We also discuss the further direction to an empirical study. Finally, we make the following conclusion: IPR is part of business environment, and tighter IPR in progress is good for boosting welfare of both sides. It is time to build a better environment for IPR, but the cost of patent enforcement policy and the trade barrier must be taken into account.

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Section: Introductionmentioning

confidence: 99%

Will Intellectual Property Rights Policy Increase Foreign Direct Investment and Promote Technological Innovation?

Liu

Zhao

2021

Mathematical Problems in Engineering

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“…where j : Θ → R is a continuous nonlinear mapping, and Θ ⊆ R n is a closed convex set. Nonlinear equations of the form (1.1) commonly appears in various applications such as financial forecasting problems [9], nonlinear compressed sensing [6], non-negative matrix factorisation [4,25], economic equilibrium problems [13] and many others. Consequently, a number of different iterative methods have been developed to solve (1.1).…”

Section: Introductionmentioning

confidence: 99%

Derivative-free SMR conjugate gradient method for constraint nonlinear equations

Ibrahim¹,

Muangchoo²,

Mohamed³

et al. 2021

J. Math. Computer Sci.

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“…The problem (1) exist in a wide variety of applications that includes chemical equilibrium systems [1], economic equilibrium problems [2], power flow equations [3], nonnegative matrix factorisation [4], [5], phase retrieval [6], [7], nonlinear compressed sensing [8], learning constrained neural networks [9] and financial forecasting problems [10]. Iterative methods such as the Newton method, fixed-point method, quasi-Newton method and the conjugate gradient method have been used to solve the unconstrained version of (1), that is, when the constraint set Ω = R n .…”

Section: Introductionmentioning

confidence: 99%

A Family of Derivative-Free Conjugate Gradient Methods for Constrained Nonlinear Equations and Image Restoration

Ibrahim

Kumam

2020

IEEE Access

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In this paper, a derivative-free conjugate gradient method for solving nonlinear equations with convex constraints is proposed. The proposed method can be viewed as an extension of the three-term modified Polak-Ribiére-Polyak method (TTPRP) and the three-term Hestenes-Stiefel conjugate gradient method (TTHS) using the projection technique of Solodov and Svaiter [Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, 1998, 355-369]. The proposed method adopts the adaptive line search scheme proposed by Ou and Li [Journal of Applied Mathematics and Computing 56.1-2 (2018): 195-216] which reduces the computational cost of the method. Under the assumption that the underlying operator is Lipschitz continuous and satisfies a weaker condition of monotonicity, the global convergence of the proposed method is established. Furthermore, the proposed method is extended to solve image restoration problem arising in compressive sensing. Numerical results are presented to demonstrate the effectiveness of the proposed method.

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Forecasting stock market returns: New technical indicators and two-step economic constraint method

Cited by 68 publications

References 48 publications

Will Intellectual Property Rights Policy Increase Foreign Direct Investment and Promote Technological Innovation?

Will Intellectual Property Rights Policy Increase Foreign Direct Investment and Promote Technological Innovation?

Derivative-free SMR conjugate gradient method for constraint nonlinear equations

A Family of Derivative-Free Conjugate Gradient Methods for Constrained Nonlinear Equations and Image Restoration

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