Predicting Stock Price Volatility Using ARCH-GARCH Models

This paper aims to apply ARCH-GARCH models to evaluate their ability to predict stock returns volatility in financial markets to help better allocate resources, manage risks, and improve investment decisions. This study was conducted on daily data of Apple Inc. stock prices during the period from January 2, 2024, to December 30, 2024, with 251 observations. The results indicate that ARCH-GARCH models provide good daily forecasts of stock price movements and are able to capture the fluctuation series by choosing the appropriate model for the prediction process. The ARCH(1) model was the most suitable for predicting the stock returns series of the study sample

Using Markov Chain to Forecast Stock Price Movement in The Iraq Stock Exchange

The purpose of this paper is to apply "Markov chain" modeling to the Iraq Stock Exchange Index (ISX60) over a period of 231 trading days, from January 02, 2024, to December 30, 2024. The prediction was made by identifying three cases of stock price movement: height, low, and stability. The transition matrix and probability vector for the Markov chain were created, and the results showed that the probability of a decrease in the Iraq Stock Exchange Index prices was the highest, reaching (0.489), the probability of a rise in prices was the lowest, reaching (0.177), and the probability of stock price stability was (0.33). The purpose of this study was to raise local investors' understanding of the Markov chain model's predictive power to aid in investment decision-making

Evaluation of The Trading Strategy Using The "Moving Average" in The Iraqi Stock Market

This paper aims to evaluate the trading strategy using simple moving average with different lengths of "10 days, 20 days, 50 days, 100 days, 150 days, 200 days" on the Iraq Stock Exchange (ISX60) index during (109) trading days, and compare it with the simple buy and hold strategy. The findings show that, despite the Iraq Stock Exchange's lack of efficiency at the basic level, trading with moving averages may predict price movement and, after subtracting trading expenses, produces profits that are higher than those of the buy and hold strategy. Additionally, compared to other moving averages, the 20-day simple "moving average" is more predictive

Arabic Dialect Texts Classification

This study investigates how to classify Arabic dialects in text by extracting features which show the differences between dialects. There has been a lack of research about classification of Arabic dialect texts, in comparison to English and some other languages, due to the lack of Arabic dialect text corpora in comparison with what is available for dialects of English and some other languages. What is more, there is an increasing use of Arabic dialects in social media, so this text is now considered quite appropriate as a medium of communication and as a source of a corpus. We collected tweets from Twitter, comments from Facebook and online newspapers from five groups of Arabic dialects: Gulf, Iraqi, Egyptian, Levantine, and North African. The research sought to: 1) create a dataset of Arabic dialect texts to use in training and testing the system of classification, 2) find appropriate features to classify Arabic dialects: lexical (word and multi-word-unit) and grammatical variation across dialects, 3) build a more sophisticated filter to extract features from Arabic-character written dialect text files. In this thesis, the first part describes the research motivation to show the reason for choosing the Arabic dialects as a research topic. The second part presents some background information about the Arabic language and its dialects, and the literature review shows previous research about this subject. The research methodology part shows the initial experiment to classify Arabic dialects. The results of this experiment showed the need to create an Arabic dialect text corpus, by exploring Twitter and online newspaper. The corpus used to train the ensemble classifier and to improve the accuracy of classification the corpus was extended by collecting tweets from Twitter based on the spatial coordinate points and comments from Facebook posts. The corpus was annotated with dialect labels and used in automatic dialect classification experiments. The last part of this thesis presents the results of classification, conclusions and future work

IMPLEMENTASI LESSON STUDY DI KOMUNITAS BELAJAR SDN SUKAWANGI

Teacher competency must be improved through developing themselves in developing higher quality learning tools. Collaboration in learning is one of the efforts to create a culture of learning, including through lesson study. The purpose of lesson study is an effort to develop competence in the teacher learning community in a school as a medium for sharing good experiences in order to obtain quality learning. The lesson study stage consists of plan-do-see, where the implementation begins with planning collaborative learning, then carrying out the learning and reflecting on the results that have been implemented to find out the advantages and disadvantages. The results obtained from implementing lesson study are in accordance with the teacher's goal of becoming enlightened to further improve self-competence and improve the quality of the learning process so that it can have an impact on increasing the quality of student graduates

Variation of some biochemical markers of stress in six (06) chilli cultivars (Capsicum spp) under water deficit conditions at the flowering and fruiting stages of their development

In Togo, pockets of drought at unexpected periods in crop cycles constitute a major obstacle for the peppers cultivation. The study aims to assess water deficit tolerance of six (06) chilli cultivars which differ by their physiology and their importance value index, at the flowering and fruiting stage of their development. The test was carried out in 10 L vegetation pots in a greenhouse using an experimental split-plot device. The plants are irrigated by successive weighing of the pots, at a period of 3 days, during which the controls are irrigated at 70 % of the useful water reserve (UWR), while the stressed treatments maintain restriction of water content to 30 % of the UWR. At the end of the water shortage cycle, proline, total chlorophylls and malondialdehyde were assayed by spectrophotometry. The results show a better level of tolerance of the cultivars Gobi, Tongor, ICRAD-I and ICRAD-III with a strong accumulation of proline and weak malondialdehyde, as well as a weak degradation of chlorophyll pigments, unlike the cultivars Adibolo and Gboyébéssé. These results are useful for effective crop monitoring of chilli and for a better planning of an irrigation program. Keywords: Chili; drought; tolerance; biochemical markers; Togo

IMPLEMENTASI LESSON STUDY DI KOMUNITAS BELAJAR SDN SUKAWANGI

Teacher competency must be improved through developing themselves in developing higher quality learning tools. Collaboration in learning is one of the efforts to create a culture of learning, including through lesson study. The purpose of lesson study is an effort to develop competence in the teacher learning community in a school as a medium for sharing good experiences in order to obtain quality learning. The lesson study stage consists of plan-do-see, where the implementation begins with planning collaborative learning, then carrying out the learning and reflecting on the results that have been implemented to find out the advantages and disadvantages. The results obtained from implementing lesson study are in accordance with the teacher's goal of becoming enlightened to further improve self-competence and improve the quality of the learning process so that it can have an impact on increasing the quality of student graduates

Effet de différentes modalités de stress hydrique sur la production et la teneur en éléments minéraux du gombo [Abelmoschus esculentus (L.) Moench]

Dans le but de tester diverses modalités de gestion de l’eau dans la production du gombo [<i>Abelmoschus esculentus</i> (L.) Moench], des plants ont été soumis après 20 jours de culture irriguée à des périodes de stress hydrique de durée variable (10, 25 jours et 5 cycles de stress de 3 jours et de réhydratation de 3 jours). La production de la biomasse des tiges et des feuilles, le rendement en fruits ainsi que la teneur en éléments minéraux (N P K) des plants ont été déterminés. Les résultats obtenus indiquent qu’un stress de courte durée stimule la production de la biomasse des parties aériennes après réhydratation et n’affecte pas le rendement en fruits. Un stress prolongé réduit la biomasse des parties aériennes mais accélère la floraison, tandis que le rendement en fruits reste particulièrement bas après réhydratation. Les plantes périodiquement stressées ont une biomasse élevée mais leur rendement en fruits est faible. La teneur des fruits en azote est élevée chez toutes les plantes soumises au stress hydrique.Mots clés : Gombo, déficit hydrique, réhydratation, biomasse, rendement