Predict the Stock price crash risk by using firefly algorithm and comparison with regression

Stock price crash risk is a phenomenon in which stock prices are subject to severe negative and sudden adjustments. So far, different approaches have been proposed to model and predict  the  stock price crash risk, which in most cases have been the main emphasis on the factors affecting it, and ofte...

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Bibliographic Details
Main Authors: Serveh Farzad, Esfandiar Malekian, Hossein Fakhari, Jamal Ghasemi
Format: Article
Language:English
Published: Islamic Azad University of Arak 2018-06-01
Series:Advances in Mathematical Finance and Applications
Subjects:
Online Access:http://amfa.iau-arak.ac.ir/article_540830_6783c34b3e0d258fa4fc3e974dc28371.pdf