Relevant bibliographies by topics / Money market Australia Mathematical models

Academic literature on the topic 'Money market Australia Mathematical models'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Money market Australia Mathematical models"

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Morhachov, Illia, Olga Chorna, Olshanskyi Oleksandr, Andrii Martynov, Ievgen Ovcharenko, Olena Khandii, and Yevhen Ivchenko. "The Reasons for the Growth of the US Stock Market." European Journal of Sustainable Development 11, no. 1 (February 1, 2022): 124. http://dx.doi.org/10.14207/ejsd.2022.v11n1p124.

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Sustained economic growth as well as the reasons for this growth are fundamental and important issues in economic theory. The article considers the hypothesis regarding the influence of these two factors on the growth of the United States stock market: the country's gross domestic product as well as the money supply in various aggregators. The purpose of the work is to determine the reasons for the growth of the United States stock market. The following methods were used to determine the influence of the gross domestic product and the money supply on the corresponding stock market, namely, the correlation-regression and graphical analysis as well as the comparison of average annual growth rates. It has been discovered that in order to objectively find out the causal relationship between the factors, it is important to use such methods through the integrated approach. As a result, it has been observed that the fluctuations in the gross domestic product of the USA do not significantly affect those in the stock market of the country. On the contrary, the economic and mathematical models of the S & P-500 stock index and the money supply are similar. The corresponding similarity allowed the authors to substantiate the existence of a significant impact of the change in the money supply on the dynamics of its stock market. In turn, the reason for the growth of this index is a significant reduction in the key rate, which results in cheaper prices for credits.
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Mele, Marco. "A Logical Process about the Chaos in FOREX Financial Market." Asian Journal of Finance & Accounting 9, no. 1 (February 25, 2017): 105. http://dx.doi.org/10.5296/ajfa.v9i1.10343.

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Foreign exchange market has been subject of studies and discussions for many years. They were created modern theories and models to understand and predict the evolution of the price of money, and embarked on new discussions and new frontiers of study.In this paper we test the hypothesis of non-linearity and behavior chaotic the latest developments of the markets, to arrive at a solid and unambiguous conclusion on this type of dynamic systems analyzed. In particular, we introduce mathematical concepts and to study the properties of chaotic dynamics and non-linear in nature. It will delve into topics not therefore always present in economics courses in order to base the tests carried out on solid considerations from the point of view of formal mathematical. It will be followed, finally, a scientific rigor during the course of the analysis in order to give an interpretation of the results of logistic type can lead to scientific considerations different from econometric modeling.
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Karaś, Marek, and Anna Serwatka. "Discrete-time market models from the small investor point of view and the first fundamental-type theorem." Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica 16, no. 1 (December 1, 2017): 17–40. http://dx.doi.org/10.1515/aupcsm-2017-0002.

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Abstract In this paper, we discuss the no-arbitrage condition in a discrete financial market model which does not hold the same interest rate assumptions. Our research was based on, essentially, one of the most important results in mathematical finance, called the Fundamental Theorem of Asset Pricing. For the standard approach a risk-free bank account process is used as numeraire. In those models it is assumed that the interest rates for borrowing and saving money are the same. In our paper we consider the model of a market (with d risky assets), which does not hold the same interest rate assumptions. We introduce two predictable processes for modelling deposits and loans. We propose a new concept of a martingale pair for the market and prove that if there exists a martingale pair for the considered market, then there is no arbitrage opportunity. We also consider special cases in which the existence of a martingale pair is necessary and the sufficient conditions for these markets to be arbitrage free.
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PELLICER-LOSTAO, CARMEN, and RICARDO LOPEZ-RUIZ. "TRANSITION FROM EXPONENTIAL TO POWER LAW INCOME DISTRIBUTIONS IN A CHAOTIC MARKET." International Journal of Modern Physics C 22, no. 01 (January 2011): 21–33. http://dx.doi.org/10.1142/s0129183111016038.

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Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the interaction of many agents at micro-level. One of these models is the gas-like model for trading markets. This tries to predict money distributions in closed economies and quite simply, obtains the ones observed in real economies. However, it reveals technical hitches to explain the power law distribution, observed in individuals with high incomes. In this work, nonlinear dynamics is introduced in the gas-like model in an effort to overcomes these flaws. A particular chaotic dynamics is used to break the pairing symmetry of agents (i, j) ⇔ (j, i). The results demonstrate that a "chaotic gas-like model" can reproduce the Exponential and Power law distributions observed in real economies. Moreover, it controls the transition between them. This may give some insight of the micro-level causes that originate unfair distributions of money in a global society. Ultimately, the chaotic model makes obvious the inherent instability of asymmetric scenarios, where sinks of wealth appear and doom the market to extreme inequality.
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Alyaseri, Nagham Hameed Abdulkhudhur. "Optimization of the challenges facing the Iraqi economy based on the values of returns in 2000-2020." Economic Annals-ХХI 194, no. 11-12 (December 27, 2021): 4–12. http://dx.doi.org/10.21003/ea.v194-01.

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In this paper, the situation in the Iraqi economy for the period of 2000-2020 has been analyzed using three hybrid models. The research hypothesis was launched from the necessity of interaction between the activity of the Iraqi market for securities and the local financial and economic institutions. The hypothesis has been verified accordingly using Kolmogorov-Smirnov Test, normality test and Multicollinearity Test. The statistical analysis was based on the three mathematical models to expect return and risk values of Iraqi money market. Three basic models (optimization (BO), Optimized Return Value (ORV), General Optimization Risk (GOR)) have been conducted to optimize and analyze the given data accordingly. The research reached several conclusions, the most prominent of which is the limited economic role of the Iraqi market for securities; the potential exposure to negative effects that could be produced by international crises because of the expected openness, due to the possibility of illegal capital movements resulting in irrational speculation; the difficulty of implementing monetary and financial policies, due to vulnerability to international challenges
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Heredia, Nathaly S., Karla Vizuete, Marco Flores-Calero, Katherine Pazmiño V., Fernanda Pilaquinga, Brajesh Kumar, and Alexis Debut. "Comparative statistical analysis of the release kinetics models for nanoprecipitated drug delivery systems based on poly(lactic-co-glycolic acid)." PLOS ONE 17, no. 3 (March 10, 2022): e0264825. http://dx.doi.org/10.1371/journal.pone.0264825.

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Poly(lactic-co-glycolic acid) is one of the most used polymers for drug delivery systems (DDSs). It shows excellent biocompatibility, biodegradability, and allows spatio-temporal control of the release of a drug by altering its chemistry. In spite of this, few formulations have reached the market. To characterize and optimize the drug release process, mathematical models offer a good alternative as they allow interpreting and predicting experimental findings, saving time and money. However, there is no general model that describes all types of drug release of polymeric DDSs. This study aims to perform a statistical comparison of several mathematical models commonly used in order to find which of them best describes the drug release profile from PLGA particles synthesized by nanoprecipitation method. For this purpose, 40 datasets extracted from scientific articles published since 2016 were collected. Each set was fitted by the models: order zero to fifth order polynomials, Korsmeyer-Peppas, Weibull and Hyperbolic Tangent Function. Some data sets had few observations that do not allow to apply statistic test, thus bootstrap resampling technique was performed. Statistic evidence showed that Hyperbolic Tangent Function model is the one that best fit most of the data.
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Ye, Zi, Yinxu Wu, Hui Chen, Yi Pan, and Qingshan Jiang. "A Stacking Ensemble Deep Learning Model for Bitcoin Price Prediction Using Twitter Comments on Bitcoin." Mathematics 10, no. 8 (April 14, 2022): 1307. http://dx.doi.org/10.3390/math10081307.

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Cryptocurrencies can be considered as mathematical money. As the most famous cryptocurrency, the Bitcoin price forecasting model is one of the popular mathematical models in financial technology because of its large price fluctuations and complexity. This paper proposes a novel ensemble deep learning model to predict Bitcoin’s next 30 min prices by using price data, technical indicators and sentiment indexes, which integrates two kinds of neural networks, long short-term memory (LSTM) and gate recurrent unit (GRU), with stacking ensemble technique to improve the accuracy of decision. Because of the real-time updates of comments on social media, this paper uses social media texts instead of news websites as the source data of public opinion. It is processed by linguistic statistical method to form the sentiment indexes. Meanwhile, as a financial market forecasting model, the model selects the technical indicators as input as well. Real data from September 2017 to January 2021 is used to train and evaluate the model. The experimental results show that the near-real time prediction has a better performance, with a mean absolute error (MAE) 88.74% better than the daily prediction. The purpose of this work is to explain our solution and show that the ensemble method has better performance and can better help investors in making the right investment decision than other traditional models.
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Alshammari, Bedour M., Fairouz Aldhmour, Zainab M. AlQenaei, and Haidar Almohri. "Stock market prediction by applying big data mining." Arab Gulf Journal of Scientific Research 40, no. 2 (August 19, 2022): 139–52. http://dx.doi.org/10.1108/agjsr-05-2022-0053.

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PurposeThere is a gap in knowledge about the Gulf Cooperation Council (GCC) because most studies are undertaken in countries outside the Gulf region – such as China, India, the US and Taiwan. The stock market contains rich, valuable and considerable data, and these data need careful analysis for good decisions to be made that can lead to increases in the efficiency of a business. Data mining techniques offer data processing tools and applications used to enhance decision-maker decisions. This study aims to predict the Kuwait stock market by applying big data mining.Design/methodology/approachThe methodology used is quantitative techniques, which are mathematical and statistical models that describe a various array of the relationships of variables. Quantitative methods used to predict the direction of the stock market returns by using four techniques were implemented: logistic regression, decision trees, support vector machine and random forest.FindingsThe results are all variables statistically significant at the 5% level except gold price and oil price. Also, the variables that do not have an influence on the direction of the rate of return of Boursa Kuwait are money supply and gold price, unlike the Kuwait index, which has the highest coefficient. Furthermore, the height score of the variable that affects the direction of the rate of return is the firms, and the accuracy of the overall performance of the four models is nearly 50%.Research limitations/implicationsSome of the limitations identified for this study are as follows: (1) location limitation: Kuwait Stock Exchange; (2) time limitation: the amount of time available to accomplish the study, where the period was completed within the academic year 2019-2020 and the academic year 2020-2021. During 2020, the coronavirus pandemic (COVID-19), which was a major obstacle, occurred during data collection and analysis; (3) data limitation: The Kuwait Stock Exchange data were collected from May 2019 to March 2020, while the factors affecting the stock exchange data were collected in July 2020 due to the corona pandemic.Originality/valueThe study used new titles, variables and techniques such as using data mining to predict the Kuwait stock market. There are no adequate studies that predict the stock market by data mining in the GCC, especially in Kuwait. There is a gap in knowledge in the GCC as most studies are in foreign countries, such as China, India, the US and Taiwan.
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Woodrow, Christine, and Marie Brennan. "Marketised Positioning of Early Childhood: New Contexts for Curriculum and Professional Development in Queensland, Australia." Contemporary Issues in Early Childhood 1, no. 1 (March 2000): 78–94. http://dx.doi.org/10.2304/ciec.2000.1.1.9.

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The field of early childhood education is experiencing similar conditions to the rest of the Australian public sector, characterised by a climate of accountability for quality outcomes, emphasis on management at the local level and strong centralisation of control over curriculum and teacher appraisal within a context of significant reduction in public sector government spending. The ideology of the market underpins many of these reform directions, with particular consequences and effects in the early childhood area. This article uses as a focal case study the newly mandated Preschool Curriculum Guidelines for the state of Queensland, Australia, and their accompanying professional development of early childhood teachers and school principals. The outcomes for the professional development have been highly controlled and pre-specified through government departmental scrutiny by a competitive tendering process among potential private providers — all of whom include publicly funded universities as they themselves compete for additional money to justify their new role as entrepreneurs in an increasingly marketised system of higher education. The study focuses on the processes of control for the professional development associated with the new curriculum, with an emphasis on exploring the rhetoric and practices of ‘partnership’ underlying the approved models. The findings of the early phases of the study indicate a limited range of positioning available for early childhood teachers, school principals, and those involved in the delivery of the professional development. The guidelines and professional development activities appear to have expanded the relationships within the care and education sector while constraining the range of positions and relative autonomy of early childhood teachers. This is a significant finding in that this is the first time there have been statewide mandated Curriculum Guidelines and statewide professional development required of early childhood teachers.
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Wang, George, and Richard Macaulay. "VP07 Cost-Effectiveness Of HTA Fees." International Journal of Technology Assessment in Health Care 35, S1 (2019): 77. http://dx.doi.org/10.1017/s0266462319002873.

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IntroductionHealth technology assessment (HTA) bodies evaluate the clinical and/or economic impact of new therapies to inform public reimbursement decision-making. This research evaluates the value for money of current or proposed fees for HTA in countries with mandatory cost-effectiveness HTA bodies relative to their respective public drug expenditure.MethodsHTA appraisal fees were identified from publicly-available websites: National Institute for Health and Care Excellence (NICE), Canadian Agency for Drugs and Technologies in Health (CADTH), Institut National d'Excellence en Santé et Services Sociaux (INESSS), and Pharmaceutical Benefits Advisory Committee (PBAC). Annual national public drug expenditure (ANPDE) were sourced from the National Health Service England, Canadian Institute for Health Information, and the Pharmaceutical Benefit Scheme.ResultsNICE is proposing to charge GBP 126,000 (EUR 142,582) for a single technology or highly specialized technology appraisal, CADTH charges CAD 72,480 (EUR 48,576) for a Schedule A submission, INESSS charges CAD 38,921 (EUR 26,089) for the first evaluation of a new drug or new indication, and PBAC charges AUD 136,716 (EUR 87,576) for a Major Lodgment. The ANPDE in England: GBP 16 billion (EUR 18.1 billion), Canada: CAD 14.5 billion (EUR 9.7 billion), Quebec: CAD 4 billion (EUR 2.7 billion) and Australia: AUD 8.7 billion (EUR 5.6 billion). The appraisal cost to drug expenditure ratio for these countries/regions were: 126,984, 200,055, 102,772, and 63,636, respectively.ConclusionsHTA submissions in the United Kingdom, Canada and Australia require financial contributions from manufacturers. These contributions bear little relation to the market size and cumulatively exceed EUR 300,000 (assuming no resubmissions). By adopting charging/cost recovery models, HTA bodies are aiming to reinvest the proceeds to increase the efficiency and capacity of appraisals, expediting patient access. However, these fees may be burdensome, especially for SMEs with promising therapies for orphan/rare diseases, and they may thus have the potential to deter/delay their submissions.
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Dissertations / Theses on the topic "Money market Australia Mathematical models"

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Garaba, Masimba. "The current role of modern portfolio theory in asset management practice in South Africa." Thesis, Rhodes University, 2005. http://hdl.handle.net/10962/d1002699.

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This research examines the role that modern portfolio theory (MPT) plays in current South Africa asset management practice in comparison to other portfolio management techniques and security evaluation methods. The purpose of asset management is to pool complementary financial market expertise, in order to generate returns in excess of the market return on the investments of the owners of financial resources that are entrusted to the firm, since the owners of financial resources might not be able to make superior investment decisions on their own. The research presents and discusses the literature pertaining to modern portfolio theory, traditional portfolio theory (fundamental and technical analyses), and behavioural finance theory. The implication of the efficient market hypothesis in relation to all the portfolio management theories is also presented and discussed. In line with a positivist paradigm, the survey research methodology, which combines both qualitative and quantitative aspects, was adopted. The instrument used for data collection was a questionnaire, which was found to be reliable and valid for this research. The questionnaire encompassed the Lickert scale to measure the data. The results of the analysis were interpreted using descriptive statistics. The results of this research suggest that modern portfolio theory does not play a significant role in the management of portfolios and security evaluation in South Africa. South African asset managers regard fundamental analysis as the most significant method of security evaluation in the management of portfolios. Technical analysis and econometric models are regarded as playing a moderate role and complement fundamental analysis whilst behavioural finance models play the least role. This research recommends an integrated portfolio management strategy that incorporates MPT, traditional portfolio theory and behavioural finance models to enhance investor value and protection.
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Wang, Qi. "Volatility : a market-based approach." Phd thesis, 2005. http://hdl.handle.net/1885/150234.

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Books on the topic "Money market Australia Mathematical models"

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Chan, Vei-Lin. Essays on money, credit, and the asset market. Nankang, Taipei, Republic of China: Institute of Economics, Academia Sinica, 1987.

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Magris, Francesco. Money, market imperfections, and endogenous fluctuations. Louvain-la-Neuve: CIACO, 1998.

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Hur, Seok-Kyun. Money growth and interest rates. Cambridge, MA: National Bureau of Economic Research, 2005.

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Ohlson, James A. The theory of financial markets and information. New York: North Holland, 1987.

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The theory of financial markets andinformation. New York: North-Holland, 1987.

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Cohen, Randolph B. Money illusion in the stock market: The Modigliani-Cohn hypothesis. Cambridge, Mass: National Bureau of Economic Research, 2005.

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Cohen, Randolph B. Money illusion in the stock market: The Modigliani-Cohn hypothesis. Cambridge, MA: National Bureau of Economic Research, 2005.

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Stigum, Marcia L. Fixed income calculations: Money market paper and bonds. Burr Ridge, Ill: Irwin Professional Pub., 1994.

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Rey, Michael. Die Geldnachfrage in der Bundesrepublik Deutschland. Aachen: Shaker, 1995.

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Kikuo, Iwata. Kinʾyū. Tōkyō: Tōyō Keizai Shinpōsha, 2000.

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