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Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine by Muhammad Ali, Dost Muhammad Khan, Muhammad Aamir, Amjad Ali, Zubair Ahmad

“…The datasets utilized in this study are the KSE-100 index of the Pakistan stock exchange, Korea composite stock price index (KOSPI), Nikkei 225 index of the Tokyo stock exchange, and Shenzhen stock exchange (SZSE) composite index for the last ten years that is from 2011 to 2020. …”
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GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert URAL

“…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert Ural

“…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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Anderson-Darling and Watson tests for the geometric distribution with estimated probability of success. by Héctor Francisco Coronel-Brizio, Alejandro Raúl Hernández-Montoya, Manuel Enrique Rodríguez-Achach, Horacio Tapia-McClung, Juan Evangelista Trinidad-Segovia

“…Specifically, we apply these tests to analyze price runs derived from daily time series of NASDAQ, DJIA, Nikkei 225, and the Mexican IPC indices, covering the period from January 1, 2015, to December 31, 2022. …”
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Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation by Isao Yagi, Shunya Maruyama, Takanobu Mizuta

“…A leveraged ETF is a fund aimed at achieving a rate of return several times greater than that of the underlying asset such as Nikkei 225 futures. Recently, it has been suggested that rebalancing trades of a leveraged ETF may destabilize the financial markets. …”
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The Co-Movement between International and Emerging Stock Markets Using ANN and Stepwise Models: Evidence from Selected Indices by Dania Al-Najjar

“…This study examines the relationship between a developing stock exchange index, Amman Stock Exchange Index (ASEI), and the number of international indices, including S&P 500, NASDAQ, Nikkei, DAX, CAC, and HSI for 2008-2019. To validate the availability of the linkage between the indices, the author includes various tests of a correlation coefficient, stepwise regression analysis, and artificial neural network (ANN). …”
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Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method by Archana Agarwal, Nidhi Dhankhar, Sunita Mehla

“…The current study looks at the time-varying spillover effects of the returns of the indices from January 6, 2020, until March 15, 2024, of the five economies of the world, namely, the S&P (United States), SSE (China), Nikkei (Japan), DAX (Germany), and Nifty (India). …”
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The role of hybrid models in financial decision-making: Forecasting stock prices with advanced algorithms by Xiaoyi Zhu

“…This approach allowed the model to generalize effectively across a variety of global indices, as demonstrated by its high prediction accuracy (coefficient of determination (R2) values exceeding 0.98 for the Dow Jones, CSI, Nikkei, and DAX indices). Additionally, robustness testing was conducted by introducing incremental noise levels to simulate real-market conditions, which demonstrated that the model remains highly accurate even at the highest noise level. …”
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