THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)最新文献_第6页

The existence of chaos in stock market price: An investigation using BDS test and close returns test 股票市场价格是否存在混沌:基于BDS检验和闭合收益检验的研究

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-21 DOI: 10.1063/1.5121073

M. L. Sapini, Muhammad Naeim Mohd Aris, Ain Amirah Robangi, Nor Najiha Zulkanain, N. M. Yusof

{"title":"The existence of chaos in stock market price: An investigation using BDS test and close returns test","authors":"M. L. Sapini, Muhammad Naeim Mohd Aris, Ain Amirah Robangi, Nor Najiha Zulkanain, N. M. Yusof","doi":"10.1063/1.5121073","DOIUrl":"https://doi.org/10.1063/1.5121073","url":null,"abstract":"This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior.This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115347524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Local stability condition of the equilibrium of a constraint profit maximization duopoly model 约束利润最大化双寡头模型均衡的局部稳定条件

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-21 DOI: 10.1063/1.5121057

A. Ibrahim

{"title":"Local stability condition of the equilibrium of a constraint profit maximization duopoly model","authors":"A. Ibrahim","doi":"10.1063/1.5121057","DOIUrl":"https://doi.org/10.1063/1.5121057","url":null,"abstract":"A Cournot duopoly is a market dominated by two firms with profit maximization as their goal. An alternative to the profit maximization model is the constraint profit maximization model, where firms maximize their profits subject to minimum sales constraints. In this paper, a duopoly model with isoelastic demand function and homogeneous product is considered. The local stability condition of the Cournot equilibrium in the cases of sales constraint and no sales constraint were obtained. Initial results implied that it is easier for the duopoly model to be stable if firms impose some minimum constraints on their sales.A Cournot duopoly is a market dominated by two firms with profit maximization as their goal. An alternative to the profit maximization model is the constraint profit maximization model, where firms maximize their profits subject to minimum sales constraints. In this paper, a duopoly model with isoelastic demand function and homogeneous product is considered. The local stability condition of the Cournot equilibrium in the cases of sales constraint and no sales constraint were obtained. Initial results implied that it is easier for the duopoly model to be stable if firms impose some minimum constraints on their sales.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117158336","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

A globally convergent interval method for computing and bounding multiple roots of a once continuously differentiable function 一次连续可微函数的多重根计算和边界的全局收敛区间方法

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-21 DOI: 10.1063/1.5121035

I. Mohd, Y. Dasril

引用次数: 0

Effects of process damping on S-domain stability analysis of a turning tool 工艺阻尼对车刀s域稳定性分析的影响

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121049

J. Chukwuneke, C. O. Izuka, S. Omenyi

引用次数: 1

Capital thresholds and risk-taking behavior among Malaysian banks: An application of non-dynamic panel threshold model

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121140

H. A. Wahab

引用次数: 1

Threshold cryptosystem based on multiple cryptographic assumptions 基于多重密码假设的阈值密码系统

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121076

N. Yusoff, H. Ibrahim, Mohd Saiful Adli Mohamad

引用次数: 0

Integrating fuzzy AHP and Z-TOPSIS for supplier selection in an automotive manufacturing company 将模糊层次分析法与Z-TOPSIS相结合用于汽车制造企业供应商选择

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121040

N. Ahmad, A. M. Yaakob, A. Gegov, M. M. Kasim

引用次数: 5

Traffic waiting time management using fuzzy logic approach 基于模糊逻辑的交通等待时间管理

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121079

Fatin Syafina Zuraime, Siti Fatimah Abdul Rahman, A. M. Yaakob, Normy Rafida Abdul Rahman

{"title":"Traffic waiting time management using fuzzy logic approach","authors":"Fatin Syafina Zuraime, Siti Fatimah Abdul Rahman, A. M. Yaakob, Normy Rafida Abdul Rahman","doi":"10.1063/1.5121079","DOIUrl":"https://doi.org/10.1063/1.5121079","url":null,"abstract":"The significant increase in the number of vehicles has become a major problem, that causes enormous problems such as congestion, pollution, and the wasting of money and time. Therefore, the simulating and optimizing traffic control algorithms are needed to accommodate the demand in order to solve traffic congestion problems. Predicting effective and optimal green time taken for the intersections will help minimizing the traffic congestion henceforth reducing the waiting time. In this study, fuzzy logic is used to find optimal traffic waiting time. The method determines the effective and optimal traffic signal timing that suits different traffic densities. In this case, the study has considered a four-way intersection. The results indicate that different road intersections require different effective and optimal of green time to reduce traffic congestion. The higher the number of cars at the intersection, the effective green time will be longer rather than the lesser number of cars. The flexibility feature of the fuzzy logic will provide suitable optimal green time for the intersection, which is cordially benefit the users. It is worth mentioning that fuzzy logic traffic lights controller performed better than the fixed-time controller due to its flexibility and the capability in reducing the waiting time.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126745707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

The time-varying exposure of Malaysian non-financial firms using panel and OLS analyses 使用面板和OLS分析马来西亚非金融公司的时变风险敞口

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121134

W. Suhaimi, H. A. Wahab, Rabihah Md. Sum

引用次数: 5

Assessment of spatial presence model for image-based virtual reality 基于图像的虚拟现实空间存在模型评估

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-01 DOI: 10.1063/1.5121099

Nadia Diyana Mohd Muhaiyuddin, D. R. A. Rambli

引用次数: 0