Volume 8 Number 9 ( Sep. 2013)
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JSW 2013 Vol.8(9): 2147-2154 ISSN: 1796-217X
doi: 10.4304/jsw.8.9.2147-2154

A Study of Stock Dynamism in Asian Emerging Markets after the 2008 Economic Crisis

Deng-Yiv Chiu, Agus Andria
Department of Information Management, Chung Hua University, Hsinchu, Taiwan, ROC

Abstract—The global financial crisis at the end of 2007 financially influenced various countries, including Indonesia. Because Indonesia achieved highest growth in the Southeast Asia region during the recession, global investors shift their investment in Indonesia market. Therefore, it is very important to explore the stock dynamism in Indonesia. We propose a hybrid approach of fuzzy theorem, support vector regression, genetic algorithm, and seasonal moving window to explore the Indonesian stock quarterly dynamism among the same quarter in continuous years using daily prices from 2006 to 2011. We find that the proposed method outperforms benchmark returns. We conclude that a hybrid approach is able to improve earning rate performances.

Index Terms—Emerging market, fuzzy c-means, genetic algorithm, moving window, support vector regression.

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Cite: Deng-Yiv Chiu, Agus Andria, "A Study of Stock Dynamism in Asian Emerging Markets after the 2008 Economic Crisis," Journal of Software vol. 8, no. 9, pp. 2147-2154, 2013.

General Information

ISSN: 1796-217X (Online)
Frequency:  Bimonthly (Since 2020)
Editor-in-Chief: Prof. Antanas Verikas
Executive Editor: Ms. Yoyo Y. Zhou
Abstracting/ Indexing: DBLP, EBSCO, Google Scholar, ProQuest, INSPEC(IET), ULRICH's Periodicals Directory, WorldCat, etc
E-mail: jsw@iap.org
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