Modeling chaotic behavior of stock indices using intelligent paradigms
Neural, Parallel & Scientific Computations - Special issue: Advances in intelligent systems and applications
Flexible neural trees ensemble for stock index modeling
Neurocomputing
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Relatively infrequent but important events such as wars, natural disasters, currency crises, and changes of political leaders can have important effects on stock market performance. In this article, we are interested in determining the importance of large shocks in stock markets of southeast Asia, Australia and New Zealand. We attempt to establish the frequency, timing, and persistence of large shocks and whether they are important contributors to the variation in each stock market. Furthermore, we try to match these shocks with identifiable social and economic events.