M. L. Sapini, Muhammad Naeim Mohd Aris, Ain Amirah Robangi, Nor Najiha Zulkanain, N. M. Yusof
This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior.This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior.
本课题主要研究股票市场价格存在的混乱现象。股票市场价格在特定时期内经常变化。股票市场价格模式复杂且表现出非线性特征，难以预测。由于对马来西亚本地公司的混沌研究不足，本项目确定了甘慕达股份公司股票市场价格存在混沌。本项目涉及两个测试，其中BDS测试和Close Returns测试在本项目中主要用于检查股票市场价格的混乱。对于结果，BDS检验结果表明原假设被拒绝，即Gamuda Berhad的股票市场价格不是独立同分布(IID)， Close Returns检验表明数据具有非混沌行为。因此，Gamuda Berhad的股票市场价格具有非混沌非线性行为。本课题主要研究股票市场价格存在的混乱现象。股票市场价格在特定时期内经常变化。股票市场价格模式复杂且表现出非线性特征，难以预测。由于对马来西亚本地公司的混沌研究不足，本项目确定了甘慕达股份公司股票市场价格存在混沌。本项目涉及两个测试，其中BDS测试和Close Returns测试在本项目中主要用于检查股票市场价格的混乱。对于结果，BDS检验结果表明原假设被拒绝，即Gamuda Berhad的股票市场价格不是独立同分布(IID)， Close Returns检验表明数据具有非混沌行为。因此，Gamuda Berhad的股票市场价格具有非混沌非线性行为。
{"title":"The existence of chaos in stock market price: An investigation using BDS test and close returns test","authors":"M. L. Sapini, Muhammad Naeim Mohd Aris, Ain Amirah Robangi, Nor Najiha Zulkanain, N. M. Yusof","doi":"10.1063/1.5121073","DOIUrl":"https://doi.org/10.1063/1.5121073","url":null,"abstract":"This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior.This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115347524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A Cournot duopoly is a market dominated by two firms with profit maximization as their goal. An alternative to the profit maximization model is the constraint profit maximization model, where firms maximize their profits subject to minimum sales constraints. In this paper, a duopoly model with isoelastic demand function and homogeneous product is considered. The local stability condition of the Cournot equilibrium in the cases of sales constraint and no sales constraint were obtained. Initial results implied that it is easier for the duopoly model to be stable if firms impose some minimum constraints on their sales.A Cournot duopoly is a market dominated by two firms with profit maximization as their goal. An alternative to the profit maximization model is the constraint profit maximization model, where firms maximize their profits subject to minimum sales constraints. In this paper, a duopoly model with isoelastic demand function and homogeneous product is considered. The local stability condition of the Cournot equilibrium in the cases of sales constraint and no sales constraint were obtained. Initial results implied that it is easier for the duopoly model to be stable if firms impose some minimum constraints on their sales.
{"title":"Local stability condition of the equilibrium of a constraint profit maximization duopoly model","authors":"A. Ibrahim","doi":"10.1063/1.5121057","DOIUrl":"https://doi.org/10.1063/1.5121057","url":null,"abstract":"A Cournot duopoly is a market dominated by two firms with profit maximization as their goal. An alternative to the profit maximization model is the constraint profit maximization model, where firms maximize their profits subject to minimum sales constraints. In this paper, a duopoly model with isoelastic demand function and homogeneous product is considered. The local stability condition of the Cournot equilibrium in the cases of sales constraint and no sales constraint were obtained. Initial results implied that it is easier for the duopoly model to be stable if firms impose some minimum constraints on their sales.A Cournot duopoly is a market dominated by two firms with profit maximization as their goal. An alternative to the profit maximization model is the constraint profit maximization model, where firms maximize their profits subject to minimum sales constraints. In this paper, a duopoly model with isoelastic demand function and homogeneous product is considered. The local stability condition of the Cournot equilibrium in the cases of sales constraint and no sales constraint were obtained. Initial results implied that it is easier for the duopoly model to be stable if firms impose some minimum constraints on their sales.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117158336","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper showed how Newton’s method can be extended to the several interval Newton methods for locating and bounding multiple and simple roots of a once continuously differentiable function in a given interval. Most of the discussion focused on the theoretical aspect and it had been supported by some numerical evidence. This paper proved that the proposed methods never fail to converge.This paper showed how Newton’s method can be extended to the several interval Newton methods for locating and bounding multiple and simple roots of a once continuously differentiable function in a given interval. Most of the discussion focused on the theoretical aspect and it had been supported by some numerical evidence. This paper proved that the proposed methods never fail to converge.
{"title":"A globally convergent interval method for computing and bounding multiple roots of a once continuously differentiable function","authors":"I. Mohd, Y. Dasril","doi":"10.1063/1.5121035","DOIUrl":"https://doi.org/10.1063/1.5121035","url":null,"abstract":"This paper showed how Newton’s method can be extended to the several interval Newton methods for locating and bounding multiple and simple roots of a once continuously differentiable function in a given interval. Most of the discussion focused on the theoretical aspect and it had been supported by some numerical evidence. This paper proved that the proposed methods never fail to converge.This paper showed how Newton’s method can be extended to the several interval Newton methods for locating and bounding multiple and simple roots of a once continuously differentiable function in a given interval. Most of the discussion focused on the theoretical aspect and it had been supported by some numerical evidence. This paper proved that the proposed methods never fail to converge.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123770120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Effects of process damping on S-domain stability analysis of a turning tool","authors":"J. Chukwuneke, C. O. Izuka, S. Omenyi","doi":"10.1063/1.5121049","DOIUrl":"https://doi.org/10.1063/1.5121049","url":null,"abstract":"","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134211462","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Capital thresholds and risk-taking behavior among Malaysian banks: An application of non-dynamic panel threshold model","authors":"H. A. Wahab","doi":"10.1063/1.5121140","DOIUrl":"https://doi.org/10.1063/1.5121140","url":null,"abstract":"","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127997981","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Threshold cryptosystem based on multiple cryptographic assumptions","authors":"N. Yusoff, H. Ibrahim, Mohd Saiful Adli Mohamad","doi":"10.1063/1.5121076","DOIUrl":"https://doi.org/10.1063/1.5121076","url":null,"abstract":"","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"349 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115283596","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Integrating fuzzy AHP and Z-TOPSIS for supplier selection in an automotive manufacturing company","authors":"N. Ahmad, A. M. Yaakob, A. Gegov, M. M. Kasim","doi":"10.1063/1.5121040","DOIUrl":"https://doi.org/10.1063/1.5121040","url":null,"abstract":"","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"31 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120887262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Fatin Syafina Zuraime, Siti Fatimah Abdul Rahman, A. M. Yaakob, Normy Rafida Abdul Rahman
The significant increase in the number of vehicles has become a major problem, that causes enormous problems such as congestion, pollution, and the wasting of money and time. Therefore, the simulating and optimizing traffic control algorithms are needed to accommodate the demand in order to solve traffic congestion problems. Predicting effective and optimal green time taken for the intersections will help minimizing the traffic congestion henceforth reducing the waiting time. In this study, fuzzy logic is used to find optimal traffic waiting time. The method determines the effective and optimal traffic signal timing that suits different traffic densities. In this case, the study has considered a four-way intersection. The results indicate that different road intersections require different effective and optimal of green time to reduce traffic congestion. The higher the number of cars at the intersection, the effective green time will be longer rather than the lesser number of cars. The flexibility feature of the fuzzy logic will provide suitable optimal green time for the intersection, which is cordially benefit the users. It is worth mentioning that fuzzy logic traffic lights controller performed better than the fixed-time controller due to its flexibility and the capability in reducing the waiting time.
{"title":"Traffic waiting time management using fuzzy logic approach","authors":"Fatin Syafina Zuraime, Siti Fatimah Abdul Rahman, A. M. Yaakob, Normy Rafida Abdul Rahman","doi":"10.1063/1.5121079","DOIUrl":"https://doi.org/10.1063/1.5121079","url":null,"abstract":"The significant increase in the number of vehicles has become a major problem, that causes enormous problems such as congestion, pollution, and the wasting of money and time. Therefore, the simulating and optimizing traffic control algorithms are needed to accommodate the demand in order to solve traffic congestion problems. Predicting effective and optimal green time taken for the intersections will help minimizing the traffic congestion henceforth reducing the waiting time. In this study, fuzzy logic is used to find optimal traffic waiting time. The method determines the effective and optimal traffic signal timing that suits different traffic densities. In this case, the study has considered a four-way intersection. The results indicate that different road intersections require different effective and optimal of green time to reduce traffic congestion. The higher the number of cars at the intersection, the effective green time will be longer rather than the lesser number of cars. The flexibility feature of the fuzzy logic will provide suitable optimal green time for the intersection, which is cordially benefit the users. It is worth mentioning that fuzzy logic traffic lights controller performed better than the fixed-time controller due to its flexibility and the capability in reducing the waiting time.","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126745707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The time-varying exposure of Malaysian non-financial firms using panel and OLS analyses","authors":"W. Suhaimi, H. A. Wahab, Rabihah Md. Sum","doi":"10.1063/1.5121134","DOIUrl":"https://doi.org/10.1063/1.5121134","url":null,"abstract":"","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128272109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Assessment of spatial presence model for image-based virtual reality","authors":"Nadia Diyana Mohd Muhaiyuddin, D. R. A. Rambli","doi":"10.1063/1.5121099","DOIUrl":"https://doi.org/10.1063/1.5121099","url":null,"abstract":"","PeriodicalId":325925,"journal":{"name":"THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)","volume":"110 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134378921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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