International Journal of Economics and Financial Research
Online ISSN: 2411-9407
Print ISSN: 2413-8533
Print ISSN: 2413-8533
Quarterly Published (4 Issues Per Year)
Archives
Volume 1 Number 1 April 2015
Forecasting Iron Price by Hybrid Intelligent System
Authors: Vida Varahrami
Pages: 6-12
Abstract
Novel hybrid intelligent framework is introduces by integration of GMDH neural networks with Web -based Text Mining (WTM) and GA and Rule-based Exert System (RES) in this paper for forecast iron price. Our research reveals that by employing hybrid intelligent fr amework for iron price forecasting, there is better forecasting results respect to the GMDH neural networks. Therefore significance of this study is to survey a hybrid intelligent framework for iron price forecasting.
Are Size and January Effects Related? Evidence from the Tunisian Stock Exchange
Authors: Olfa Chaouachi ; Fatma Wyeme Ben Mrad Douagi
Pages: 1-5
Abstract
In this paper, we examine the existence of the size effect in the Tunisian stock exchange (TSE) over the period January 2008 to December 2013 and we test the relationship between size and January effects. Thefindings reveal that there is a size effect in the TSE. However, we report that size and January effects are separateanomalies. More specifically, we document that average returns are found to increase with decreases in size.However, we find that small firms don’t significantly outperform large firms in January.