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