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Dynamic Data Driven Forecasting Between Foreign Stock Markets

Dynamic Data Driven Forecasting Between Foreign Stock Markets
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Author(s): Chiu-Che Tseng (Texas A & M University, USA), Ching-Tsai Kang (The University of West Florida, USA) and Jun Wei
Copyright: 2005
Pages: 4
Source title: Managing Modern Organizations Through Information Technology
Source Editor(s): Mehdi Khosrow-Pour (Information Resources Management Association, USA)
DOI: 10.4018/978-1-59140-822-2.ch139

Abstract

This study examines the stock price effects of cross-listings ADRs by 8 Taiwanese companies during the period 1996 to 2003. After analyzing the numerical information, the result is going to be compared with those in 2004 to estimate the accuracy of prediction and sees if there is any positive co-relation between the stock prices in those two countries. In the study, we use decision tree and rule base system which is different from the traditional statistical methodology, which has been used in a fairly extensive empirical researches, to examine stock price information.

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