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stock</title> <meta name="description" content="Search results for: buffer stock"> <meta name="keywords" content="buffer stock"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none navbar-toggler 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id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="buffer stock"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 1189</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: buffer stock</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1189</span> Mean Reversion in Stock Prices: Evidence from Karachi Stock Exchange</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tabassum%20Riaz">Tabassum Riaz</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study provides a complete examination of the stock prices behavior in the Karachi stock exchange. It examines that whether Karachi stock exchange can be described as mean reversion or not. For this purpose daily, weekly and monthly index data from Karachi stock exchange ranging from period July 1, 1997 to July 2, 2011 was taken. After employing the Multiple variance ratio and unit root tests it is concluded that stock market follow mean reversion behavior and hence have reverting trend which opens the door for the active invest management. Thus technical analysis may be help to identify the potential areas for value creation. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=mean%20reversion" title="mean reversion">mean reversion</a>, <a href="https://publications.waset.org/abstracts/search?q=random%20walk" title=" random walk"> random walk</a>, <a href="https://publications.waset.org/abstracts/search?q=technical%20analysis" title=" technical analysis"> technical analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=Karachi%20stock%20exchange" title=" Karachi stock exchange"> Karachi stock exchange</a> </p> <a href="https://publications.waset.org/abstracts/23494/mean-reversion-in-stock-prices-evidence-from-karachi-stock-exchange" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/23494.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">432</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1188</span> Estimating the Volatilite of Stock Markets in Case of Financial Crisis</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gultekin%20Gurcay">Gultekin Gurcay</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, effects and responses of stock were analyzed. This analysis was done periodically. The dimensions of the financial crisis impact on the stock market were investigated by GARCH model. In this context, S&P 500 stock market is modeled with DAX, NIKKEI and BIST100. In this way, The effects of the changing in S&P 500 stock market were examined on European and Asian stock markets. Conditional variance coefficient will be calculated through garch model. The scope of the crisis period, the conditional covariance coefficient will be analyzed comparatively. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conditional%20variance%20coefficient" title="conditional variance coefficient">conditional variance coefficient</a>, <a href="https://publications.waset.org/abstracts/search?q=financial%20crisis" title=" financial crisis"> financial crisis</a>, <a href="https://publications.waset.org/abstracts/search?q=garch%20model" title=" garch model"> garch model</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market" title=" stock market"> stock market</a> </p> <a href="https://publications.waset.org/abstracts/40843/estimating-the-volatilite-of-stock-markets-in-case-of-financial-crisis" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/40843.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">294</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1187</span> A Case-Based Reasoning-Decision Tree Hybrid System for Stock Selection</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Yaojun%20Wang">Yaojun Wang</a>, <a href="https://publications.waset.org/abstracts/search?q=Yaoqing%20Wang"> Yaoqing Wang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Stock selection is an important decision-making problem. Many machine learning and data mining technologies are employed to build automatic stock-selection system. A profitable stock-selection system should consider the stock’s investment value and the market timing. In this paper, we present a hybrid system including both engage for stock selection. This system uses a case-based reasoning (CBR) model to execute the stock classification, uses a decision-tree model to help with market timing and stock selection. The experiments show that the performance of this hybrid system is better than that of other techniques regarding to the classification accuracy, the average return and the Sharpe ratio. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=case-based%20reasoning" title="case-based reasoning">case-based reasoning</a>, <a href="https://publications.waset.org/abstracts/search?q=decision%20tree" title=" decision tree"> decision tree</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20selection" title=" stock selection"> stock selection</a>, <a href="https://publications.waset.org/abstracts/search?q=machine%20learning" title=" machine learning"> machine learning</a> </p> <a href="https://publications.waset.org/abstracts/48974/a-case-based-reasoning-decision-tree-hybrid-system-for-stock-selection" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/48974.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">419</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1186</span> Efficient DCT Architectures</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mr.%20P.%20Suryaprasad">Mr. P. Suryaprasad</a>, <a href="https://publications.waset.org/abstracts/search?q=R.%20Lalitha"> R. Lalitha</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper presents an efficient area and delay architectures for the implementation of one dimensional and two dimensional discrete cosine transform (DCT). These are supported to different lengths (4, 8, 16, and 32). DCT blocks are used in the different video coding standards for the image compression. The 2D- DCT calculation is made using the 2D-DCT separability property, such that the whole architecture is divided into two 1D-DCT calculations by using a transpose buffer. Based on the existing 1D-DCT architecture two different types of 2D-DCT architectures, folded and parallel types are implemented. Both of these two structures use the same transpose buffer. Proposed transpose buffer occupies less area and high speed than existing transpose buffer. Hence the area, low power and delay of both the 2D-DCT architectures are reduced. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=transposition%20buffer" title="transposition buffer">transposition buffer</a>, <a href="https://publications.waset.org/abstracts/search?q=video%20compression" title=" video compression"> video compression</a>, <a href="https://publications.waset.org/abstracts/search?q=discrete%20cosine%20transform" title=" discrete cosine transform"> discrete cosine transform</a>, <a href="https://publications.waset.org/abstracts/search?q=high%20efficiency%20video%20coding" title=" high efficiency video coding"> high efficiency video coding</a>, <a href="https://publications.waset.org/abstracts/search?q=two%20dimensional%20picture" title=" two dimensional picture"> two dimensional picture</a> </p> <a href="https://publications.waset.org/abstracts/33624/efficient-dct-architectures" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/33624.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">521</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1185</span> Customer Experience Management in Food and Beverage Outlet at Indian School of Business: Methodology and Recommendations</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Anupam%20Purwar">Anupam Purwar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In conventional consumer product industry, stockouts are taken care by carrying buffer stock to check underserving caused by changes in customer demand, incorrect forecast or variability in lead times. But, for food outlets, the alternate of carrying buffer stock is unviable because of indispensable need to serve freshly cooked meals. Besides, the food outlet being the sole provider has no incentives to reduce stockouts, as they have no fear of losing revenue, gross profit, customers and market share. Hence, innovative, easy to implement and practical ways of addressing the twin problem of long queues and poor customer experience needs to be investigated. Current work analyses the demand pattern of 11 different food items across a routine day. Based on this optimum resource allocation for all food items has been carried out by solving a linear programming problem with cost minimization as the objective. Concurrently, recommendations have been devised to address this demand and supply side problem keeping in mind their practicability. Currently, the recommendations are being discussed and implemented at ISB (Indian School of Business) Hyderabad campus. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=F%26B%20industry" title="F&B industry">F&B industry</a>, <a href="https://publications.waset.org/abstracts/search?q=resource%20allocation" title=" resource allocation"> resource allocation</a>, <a href="https://publications.waset.org/abstracts/search?q=demand%20management" title=" demand management"> demand management</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20programming" title=" linear programming"> linear programming</a>, <a href="https://publications.waset.org/abstracts/search?q=LP" title=" LP"> LP</a>, <a href="https://publications.waset.org/abstracts/search?q=queuing%20analysis" title=" queuing analysis"> queuing analysis</a> </p> <a href="https://publications.waset.org/abstracts/102394/customer-experience-management-in-food-and-beverage-outlet-at-indian-school-of-business-methodology-and-recommendations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/102394.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">138</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1184</span> Energy Absorption Characteristic of a Coupler Rubber Buffer Used in Rail Vehicles</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Zhixiang%20Li">Zhixiang Li</a>, <a href="https://publications.waset.org/abstracts/search?q=Shuguang%20Yao"> Shuguang Yao</a>, <a href="https://publications.waset.org/abstracts/search?q=Wen%20Ma"> Wen Ma</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Coupler rubber buffer has been widely applied on the high-speed trains and the main function of the rubber buffer is dissipating the impact energy between vehicles. The rubber buffer consists of two groups of rubbers, which are both pre-compressed and then installed into the frame body. This paper focuses on the energy absorption characteristics of the rubber buffers particularly. Firstly, the quasi-static compression tests were carried out for 1 and 3 pairs of rubber sheets and some energy absorption responses relationship, i.e. Eabn = n×Eab1, Edissn = n×Ediss1, and Ean = Ea1, were obtained. Next, a series of quasi-static tests were performed for 1 pair of rubber sheet to investigate the energy absorption performance with different compression ratio of the rubber buffers. Then the impact tests with five impact velocities were conducted and the coupler knuckle was destroyed when the impact velocity was 10.807 km/h. The impact tests results showed that with the increase of impact velocity, the Eab, Ediss and Ea of rear buffer increased a lot, but the three responses of front buffer had not much increase. Finally, the results of impact tests and quasi-static tests were contrastively analysed and the results showed that with the increase of the stroke, the values of Eab, Ediss, and Ea were all increase. However, the increasing rates of impact tests were all larger than that of quasi-static tests. The maximum value of Ea was 68.76% in impact tests, it was a relatively high value for vehicle coupler buffer. The energy capacity of the rear buffer was determined for dynamic loading, it was 22.98 kJ. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=rubber%20buffer" title="rubber buffer">rubber buffer</a>, <a href="https://publications.waset.org/abstracts/search?q=coupler" title=" coupler"> coupler</a>, <a href="https://publications.waset.org/abstracts/search?q=energy%20absorption" title=" energy absorption"> energy absorption</a>, <a href="https://publications.waset.org/abstracts/search?q=impact%20tests" title=" impact tests"> impact tests</a> </p> <a href="https://publications.waset.org/abstracts/96059/energy-absorption-characteristic-of-a-coupler-rubber-buffer-used-in-rail-vehicles" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/96059.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">196</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1183</span> Stock Price Prediction Using Time Series Algorithms</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sumit%20Sen">Sumit Sen</a>, <a href="https://publications.waset.org/abstracts/search?q=Sohan%20Khedekar"> Sohan Khedekar</a>, <a href="https://publications.waset.org/abstracts/search?q=Umang%20Shinde"> Umang Shinde</a>, <a href="https://publications.waset.org/abstracts/search?q=Shivam%20Bhargava"> Shivam Bhargava</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study has been undertaken to investigate whether the deep learning models are able to predict the future stock prices by training the model with the historical stock price data. Since this work required time series analysis, various models are present today to perform time series analysis such as Recurrent Neural Network LSTM, ARIMA and Facebook Prophet. Applying these models the movement of stock price of stocks are predicted and also tried to provide the future prediction of the stock price of a stock. Final product will be a stock price prediction web application that is developed for providing the user the ease of analysis of the stocks and will also provide the predicted stock price for the next seven days. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Autoregressive%20Integrated%20Moving%20Average" title="Autoregressive Integrated Moving Average">Autoregressive Integrated Moving Average</a>, <a href="https://publications.waset.org/abstracts/search?q=Deep%20Learning" title=" Deep Learning"> Deep Learning</a>, <a href="https://publications.waset.org/abstracts/search?q=Long%20Short%20Term%20Memory" title=" Long Short Term Memory"> Long Short Term Memory</a>, <a href="https://publications.waset.org/abstracts/search?q=Time-series" title=" Time-series"> Time-series</a> </p> <a href="https://publications.waset.org/abstracts/137402/stock-price-prediction-using-time-series-algorithms" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/137402.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">141</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1182</span> Effects of Bacteria on Levels of AFM1 in Phosphate Buffer at Different Level of Energy Source</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ali%20M.%20Elgerbi">Ali M. Elgerbi</a>, <a href="https://publications.waset.org/abstracts/search?q=Obied%20A.%20Alwan"> Obied A. Alwan</a>, <a href="https://publications.waset.org/abstracts/search?q=Al-Taher%20O.%20Alzwei"> Al-Taher O. Alzwei</a>, <a href="https://publications.waset.org/abstracts/search?q=Abdurrahim%20A.%20Elouzi"> Abdurrahim A. Elouzi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The binding of AFM1 to bacteria in phosphate buffer solution depended on many factors such as: availability of energy, incubation period, species and strain of bacteria. Increase in concentration of sugar showed higher removal of AFM1 and faster than in phosphate buffer alone. With 1.0% glucose lactic acid bacteria and bifidobacteria showed toxin removal ranging from 7.7 to 39.7% whereas with 10.0% glucose the percentage removal was 21.8 to 45.4% at 96 hours of incubation. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=aflatoxin%20M1" title="aflatoxin M1">aflatoxin M1</a>, <a href="https://publications.waset.org/abstracts/search?q=lactic%20acid%20bacteria" title=" lactic acid bacteria"> lactic acid bacteria</a>, <a href="https://publications.waset.org/abstracts/search?q=bifidobacteria" title=" bifidobacteria "> bifidobacteria </a>, <a href="https://publications.waset.org/abstracts/search?q=binding" title=" binding"> binding</a>, <a href="https://publications.waset.org/abstracts/search?q=phosphate%20buffer" title=" phosphate buffer "> phosphate buffer </a> </p> <a href="https://publications.waset.org/abstracts/19875/effects-of-bacteria-on-levels-of-afm1-in-phosphate-buffer-at-different-level-of-energy-source" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/19875.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">506</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1181</span> Firm Performance and Stock Price in Nigeria</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tijjani%20Bashir%20Musa">Tijjani Bashir Musa</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The recent global crisis which suddenly results to Nigerian stock market crash revealed some peculiarities of Nigerian firms. Some firms in Nigeria are performing but their stock prices are not increasing while some firms are at the brink of collapse but their stock prices are increasing. Thus, this study examines the relationship between firm performance and stock price in Nigeria. The study covered the period of 2005 to 2009. This period is the period of stock boom and also marked the period of stock market crash as a result of global financial meltdown. The study is a panel study. A total of 140 firms were sampled from 216 firms listed on the Nigerian Stock Exchange (NSE). Data were collected from secondary source. These data were divided into four strata comprising the most performing stock, the least performing stock, most performing firms and the least performing firms. Each stratum contains 35 firms with characteristic of most performing stock, most performing firms, least performing stock and least performing firms. Multiple linear regression models were used to analyse the data while statistical/econometrics package of Stata 11.0 version was used to run the data. The study found that, relationship exists between selected firm performance parameters (operating efficiency, firm profit, earning per share and working capital) and stock price. As such firm performance gave sufficient information or has predictive power on stock prices movements in Nigeria for all the years under study.. The study recommends among others that Managers of firms in Nigeria should formulate policies and exert effort geared towards improving firm performance that will enhance stock prices movements. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=firm" title="firm">firm</a>, <a href="https://publications.waset.org/abstracts/search?q=Nigeria" title=" Nigeria"> Nigeria</a>, <a href="https://publications.waset.org/abstracts/search?q=performance" title=" performance"> performance</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20price" title=" stock price"> stock price</a> </p> <a href="https://publications.waset.org/abstracts/27645/firm-performance-and-stock-price-in-nigeria" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/27645.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">475</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1180</span> Unbalanced Mean-Time and Buffer Effects in Lines Suffering Breakdown</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sabry%20Shaaban">Sabry Shaaban</a>, <a href="https://publications.waset.org/abstracts/search?q=Tom%20McNamara"> Tom McNamara</a>, <a href="https://publications.waset.org/abstracts/search?q=Sarah%20Hudson"> Sarah Hudson</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This article studies the performance of unpaced serial production lines that are subject to breakdown and are imbalanced in terms of both of their processing time means (MTs) and buffer storage capacities (BCs). Simulation results show that the best pattern in terms of throughput is a balanced line with respect to average buffer level; the best configuration is a monotone decreasing MT order, together with an ascending BC arrangement. Statistical analysis shows that BC, patterns of MT and BC imbalance, line length and degree of imbalance all contribute significantly to performance. Results show that unbalanced lines cope well with unreliability. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=unreliable%20unpaced%20serial%20lines" title="unreliable unpaced serial lines">unreliable unpaced serial lines</a>, <a href="https://publications.waset.org/abstracts/search?q=simulation" title=" simulation"> simulation</a>, <a href="https://publications.waset.org/abstracts/search?q=unequal%20mean%20operation%20times" title=" unequal mean operation times"> unequal mean operation times</a>, <a href="https://publications.waset.org/abstracts/search?q=uneven%20buffer%20capacities" title=" uneven buffer capacities"> uneven buffer capacities</a>, <a href="https://publications.waset.org/abstracts/search?q=patterns%20of%20imbalance" title=" patterns of imbalance"> patterns of imbalance</a>, <a href="https://publications.waset.org/abstracts/search?q=throughput" title=" throughput"> throughput</a>, <a href="https://publications.waset.org/abstracts/search?q=average%20buffer%20level" title=" average buffer level"> average buffer level</a> </p> <a href="https://publications.waset.org/abstracts/3491/unbalanced-mean-time-and-buffer-effects-in-lines-suffering-breakdown" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/3491.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">473</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1179</span> A Stock Exchange Analysis in Turkish Logistics Sector: Modeling, Forecasting, and Comparison with Logistics Indices </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Eti%20Mizrahi">Eti Mizrahi</a>, <a href="https://publications.waset.org/abstracts/search?q=Gizem%20%C4%B0ntepe"> Gizem İntepe</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The geographical location of Turkey that stretches from Asia to Europe and Russia to Africa makes it an important logistics hub in the region. Although logistics is a developing sector in Turkey, the stock market representation is still low with only two companies listed in Turkey’s stock exchange since 2010. In this paper, we use the daily values of these two listed stocks as a benchmark for the logistics sector. After modeling logistics stock prices, an empirical examination is conducted between the existing logistics indices and these stock prices. The paper investigates whether the measures of logistics stocks are correlated with newly available logistics indices. It also shows the reflection of the economic activity in the logistics sector on the stock exchange market. The results presented in this paper are the first analysis of the behavior of logistics indices and logistics stock prices for Turkey. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=forecasting" title="forecasting">forecasting</a>, <a href="https://publications.waset.org/abstracts/search?q=logistic%20stock%20exchange" title=" logistic stock exchange"> logistic stock exchange</a>, <a href="https://publications.waset.org/abstracts/search?q=modeling" title=" modeling"> modeling</a>, <a href="https://publications.waset.org/abstracts/search?q=Africa" title=" Africa "> Africa </a> </p> <a href="https://publications.waset.org/abstracts/15459/a-stock-exchange-analysis-in-turkish-logistics-sector-modeling-forecasting-and-comparison-with-logistics-indices" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/15459.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">541</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1178</span> Riparian Buffer Strips’ Capability of E. coli Removal in New York Streams</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Helen%20Sanders">Helen Sanders</a>, <a href="https://publications.waset.org/abstracts/search?q=Joshua%20Cousins"> Joshua Cousins</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The purpose of this study is to ascertain whether riparian buffer strips could be used to reduce Escherichia Coli (E. coli) runoff into streams in Central New York. Mainstream methods currently utilized to reduce E. coli runoff include fencing and staggered fertilizing plans for agriculture. These methods still do not significantly limit E. coli and thus, pose a serious health risk to individuals who swim in contaminated waters or consume contaminated produce. One additional method still in research development involves the planting of vegetated riparian buffers along waterways. Currently, riparian buffer strips are primarily used for filtration of nitrate and phosphate runoff to slow erosion, regulate pH and, improve biodiversity within waterways. For my research, four different stream sites were selected for the study, in which rainwater runoff was collected at both the riparian buffer and the E. coli sourced runoff upstream. Preliminary results indicate that there is an average 70% decrease in E. coli content in streams at the riparian buffer strips compared to upstream runoff. This research could be utilized to include vegetated buffer planting as a method to decrease manure runoff into essential waterways. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Escherichia%20coli" title="Escherichia coli">Escherichia coli</a>, <a href="https://publications.waset.org/abstracts/search?q=riparian%20buffer%20strips" title=" riparian buffer strips"> riparian buffer strips</a>, <a href="https://publications.waset.org/abstracts/search?q=vegetated%20riparian%20buffers" title=" vegetated riparian buffers"> vegetated riparian buffers</a>, <a href="https://publications.waset.org/abstracts/search?q=runoff" title=" runoff"> runoff</a>, <a href="https://publications.waset.org/abstracts/search?q=filtration" title=" filtration"> filtration</a> </p> <a href="https://publications.waset.org/abstracts/142236/riparian-buffer-strips-capability-of-e-coli-removal-in-new-york-streams" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/142236.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">179</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1177</span> Value Relevance of Accounting Information: Empirical Evidence from China</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ying%20Guo">Ying Guo</a>, <a href="https://publications.waset.org/abstracts/search?q=Miaochan%20Li"> Miaochan Li</a>, <a href="https://publications.waset.org/abstracts/search?q=David%20Yang"> David Yang</a>, <a href="https://publications.waset.org/abstracts/search?q=Xiao-Yan%20Li"> Xiao-Yan Li</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper examines the relevance of accounting information to stock prices at different periods using manufacturing companies listed in China’s Growth Enterprise Market (GEM). We find that both the average stock price at fiscal year-end and the average stock price one month after fiscal year-end are more relevant to the accounting information than the closing stock price four months after fiscal year-end. This implies that Chinese stock markets react before the public disclosure of accounting information, which may be due to information leak before official announcements. Our findings confirm that accounting information is relevant to stock prices for Chinese listed manufacturing companies, which is a critical question to answer for investors who have interest in Chinese companies. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=accounting%20information" title="accounting information">accounting information</a>, <a href="https://publications.waset.org/abstracts/search?q=response%20time" title=" response time"> response time</a>, <a href="https://publications.waset.org/abstracts/search?q=value%20relevance" title=" value relevance"> value relevance</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20price" title=" stock price"> stock price</a> </p> <a href="https://publications.waset.org/abstracts/165552/value-relevance-of-accounting-information-empirical-evidence-from-china" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/165552.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">96</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1176</span> Stock Movement Prediction Using Price Factor and Deep Learning</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Hy%20Dang">Hy Dang</a>, <a href="https://publications.waset.org/abstracts/search?q=Bo%20Mei"> Bo Mei</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The development of machine learning methods and techniques has opened doors for investigation in many areas such as medicines, economics, finance, etc. One active research area involving machine learning is stock market prediction. This research paper tries to consider multiple techniques and methods for stock movement prediction using historical price or price factors. The paper explores the effectiveness of some deep learning frameworks for forecasting stock. Moreover, an architecture (TimeStock) is proposed which takes the representation of time into account apart from the price information itself. Our model achieves a promising result that shows a potential approach for the stock movement prediction problem. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=classification" title="classification">classification</a>, <a href="https://publications.waset.org/abstracts/search?q=machine%20learning" title=" machine learning"> machine learning</a>, <a href="https://publications.waset.org/abstracts/search?q=time%20representation" title=" time representation"> time representation</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20prediction" title=" stock prediction"> stock prediction</a> </p> <a href="https://publications.waset.org/abstracts/147469/stock-movement-prediction-using-price-factor-and-deep-learning" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/147469.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">147</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1175</span> An Automated Stock Investment System Using Machine Learning Techniques: An Application in Australia</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Carol%20Anne%20Hargreaves">Carol Anne Hargreaves</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A key issue in stock investment is how to select representative features for stock selection. The objective of this paper is to firstly determine whether an automated stock investment system, using machine learning techniques, may be used to identify a portfolio of growth stocks that are highly likely to provide returns better than the stock market index. The second objective is to identify the technical features that best characterize whether a stock’s price is likely to go up and to identify the most important factors and their contribution to predicting the likelihood of the stock price going up. Unsupervised machine learning techniques, such as cluster analysis, were applied to the stock data to identify a cluster of stocks that was likely to go up in price – portfolio 1. Next, the principal component analysis technique was used to select stocks that were rated high on component one and component two – portfolio 2. Thirdly, a supervised machine learning technique, the logistic regression method, was used to select stocks with a high probability of their price going up – portfolio 3. The predictive models were validated with metrics such as, sensitivity (recall), specificity and overall accuracy for all models. All accuracy measures were above 70%. All portfolios outperformed the market by more than eight times. The top three stocks were selected for each of the three stock portfolios and traded in the market for one month. After one month the return for each stock portfolio was computed and compared with the stock market index returns. The returns for all three stock portfolios was 23.87% for the principal component analysis stock portfolio, 11.65% for the logistic regression portfolio and 8.88% for the K-means cluster portfolio while the stock market performance was 0.38%. This study confirms that an automated stock investment system using machine learning techniques can identify top performing stock portfolios that outperform the stock market. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=machine%20learning" title="machine learning">machine learning</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market%20trading" title=" stock market trading"> stock market trading</a>, <a href="https://publications.waset.org/abstracts/search?q=logistic%20regression" title=" logistic regression"> logistic regression</a>, <a href="https://publications.waset.org/abstracts/search?q=cluster%20analysis" title=" cluster analysis"> cluster analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=factor%20analysis" title=" factor analysis"> factor analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=decision%20trees" title=" decision trees"> decision trees</a>, <a href="https://publications.waset.org/abstracts/search?q=neural%20networks" title=" neural networks"> neural networks</a>, <a href="https://publications.waset.org/abstracts/search?q=automated%20stock%20investment%20system" title=" automated stock investment system"> automated stock investment system</a> </p> <a href="https://publications.waset.org/abstracts/90984/an-automated-stock-investment-system-using-machine-learning-techniques-an-application-in-australia" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/90984.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">157</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1174</span> Sundarban as a Buffer against Storm Surge Flooding</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mohiuddin%20Sakib">Mohiuddin Sakib</a>, <a href="https://publications.waset.org/abstracts/search?q=Fatin%20Nihal"> Fatin Nihal</a>, <a href="https://publications.waset.org/abstracts/search?q=Anisul%20Haque"> Anisul Haque</a>, <a href="https://publications.waset.org/abstracts/search?q=Munsur%20Rahman"> Munsur Rahman</a>, <a href="https://publications.waset.org/abstracts/search?q=Mansur%20Ali"> Mansur Ali</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Sundarban, the largest mangrove forest in the world, is known to act as a buffer against the cyclone and storm surge. Theoretically, Sundarban absorbs the initial thrust of the wind and acts to ‘resist’ the storm surge flooding. The role of Sundarban was evident during the cyclone Sidr when the Sundarban solely defended the initial thrust of the cyclonic wind and the resulting storm surge inundation. In doing this, Sundarban sacrificed 30% of its plant habitats. Although no scientific study has yet been conducted, it is generally believed that Sundarban will continuously play its role as a buffer against the cyclone when landfall of the cyclone is at or close to the Sundarban. Considering these facts, the present study mainly focused on a scientific insight into the role of Sundarban as a buffer against the present-day cyclone and storm surge and also its probable role on the impacts of future storms of similar nature but with different landfall locations. The Delft 3D dashboard and flow model are applied to compute the resulting inundation due to cyclone induced storm surge. The results show that Sundarban indeed acts as a buffer against the storm surge inundation when cyclone landfall is at or close to Sundarban. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=buffer" title="buffer">buffer</a>, <a href="https://publications.waset.org/abstracts/search?q=Mangrove%20forest" title=" Mangrove forest"> Mangrove forest</a>, <a href="https://publications.waset.org/abstracts/search?q=Sidr" title=" Sidr"> Sidr</a>, <a href="https://publications.waset.org/abstracts/search?q=landfall" title=" landfall"> landfall</a>, <a href="https://publications.waset.org/abstracts/search?q=roughness" title=" roughness"> roughness</a> </p> <a href="https://publications.waset.org/abstracts/37352/sundarban-as-a-buffer-against-storm-surge-flooding" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/37352.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">394</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1173</span> Evaluating The Effects of Fundamental Analysis on Earnings Per Share Concept in Stock Valuation in the Zimbabwe Stock Exchange Market</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Brian%20Basvi">Brian Basvi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A technique for analyzing a security's intrinsic value is called fundamental analysis. It involves looking at relevant financial, economic, and other qualitative and quantitative aspects. Earnings Per Share (EPS), a crucial metric in fundamental analysis, is calculated by dividing a company's net income by the total number of outstanding shares. With more than 70 listed businesses, the Zimbabwe Stock Exchange (ZSE) is the primary stock exchange in Zimbabwe. This study applies the EPS financial ratio and stock valuation techniques to historical stock data from 68 companies listed on the Zimbabwe Stock Exchange. According to a ZSE study, EPS significantly affects share prices that are listed on the market. The study's objective was to assess how fundamental analysis affected the idea of EPS in ZSE stock valuation. It concluded that EPS is an important consideration for investors when they make judgments about their investments. According to the study's findings, fundamental analysis is a useful tool for ZSE investors since it offers insightful information about a company's financial performance and aids in decision-making. Investors can have a better understanding of a company's underlying worth and prospects for future growth by looking into EPS and other basic aspects. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fundamental%20analysis" title="fundamental analysis">fundamental analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20valuation" title=" stock valuation"> stock valuation</a>, <a href="https://publications.waset.org/abstracts/search?q=EPS" title=" EPS"> EPS</a>, <a href="https://publications.waset.org/abstracts/search?q=share%20pricing" title=" share pricing"> share pricing</a> </p> <a href="https://publications.waset.org/abstracts/188656/evaluating-the-effects-of-fundamental-analysis-on-earnings-per-share-concept-in-stock-valuation-in-the-zimbabwe-stock-exchange-market" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/188656.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">43</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1172</span> Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Rosdyana%20Mangir%20Irawan%20Kusuma">Rosdyana Mangir Irawan Kusuma</a>, <a href="https://publications.waset.org/abstracts/search?q=Wei-Chun%20Kao"> Wei-Chun Kao</a>, <a href="https://publications.waset.org/abstracts/search?q=Ho-Thi%20Trang"> Ho-Thi Trang</a>, <a href="https://publications.waset.org/abstracts/search?q=Yu-Yen%20Ou"> Yu-Yen Ou</a>, <a href="https://publications.waset.org/abstracts/search?q=Kai-Lung%20Hua"> Kai-Lung Hua</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Stock market prediction is still a challenging problem because there are many factors that affect the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment, and economic factors. This work explores the predictability in the stock market using deep convolutional network and candlestick charts. The outcome is utilized to design a decision support framework that can be used by traders to provide suggested indications of future stock price direction. We perform this work using various types of neural networks like convolutional neural network, residual network and visual geometry group network. From stock market historical data, we converted it to candlestick charts. Finally, these candlestick charts will be feed as input for training a convolutional neural network model. This convolutional neural network model will help us to analyze the patterns inside the candlestick chart and predict the future movements of the stock market. The effectiveness of our method is evaluated in stock market prediction with promising results; 92.2% and 92.1 % accuracy for Taiwan and Indonesian stock market dataset respectively. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=candlestick%20chart" title="candlestick chart">candlestick chart</a>, <a href="https://publications.waset.org/abstracts/search?q=deep%20learning" title=" deep learning"> deep learning</a>, <a href="https://publications.waset.org/abstracts/search?q=neural%20network" title=" neural network"> neural network</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market%20prediction" title=" stock market prediction"> stock market prediction</a> </p> <a href="https://publications.waset.org/abstracts/98615/using-deep-learning-neural-networks-and-candlestick-chart-representation-to-predict-stock-market" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/98615.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">447</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1171</span> The Operating Behaviour of Unbalanced Unpaced Merging Assembly Lines</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=S.%20Shaaban">S. Shaaban</a>, <a href="https://publications.waset.org/abstracts/search?q=T.%20McNamara"> T. McNamara</a>, <a href="https://publications.waset.org/abstracts/search?q=S.%20Hudson"> S. Hudson</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper reports on the performance of deliberately unbalanced, reliable, non-automated and assembly lines that merge, whose workstations differ in terms of their mean operation times. Simulations are carried out on 5- and 8-station lines with 1, 2 and 4 buffer capacity units, % degrees of line imbalance of 2, 5 and 12, and 24 different patterns of means imbalance. Data on two performance measures, namely throughput and average buffer level were gathered, statistically analysed and compared to a merging balanced line counterpart. It was found that the best configurations are a balanced line arrangement and a monotone decreasing order for each of the parallel merging lines, with the first generally resulting in a lower throughput and the second leading to a lower average buffer level than those of a balanced line. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=average%20buffer%20level" title="average buffer level">average buffer level</a>, <a href="https://publications.waset.org/abstracts/search?q=merging%20lines" title=" merging lines"> merging lines</a>, <a href="https://publications.waset.org/abstracts/search?q=simulation" title=" simulation"> simulation</a>, <a href="https://publications.waset.org/abstracts/search?q=throughput" title=" throughput"> throughput</a>, <a href="https://publications.waset.org/abstracts/search?q=unbalanced" title=" unbalanced"> unbalanced</a> </p> <a href="https://publications.waset.org/abstracts/42374/the-operating-behaviour-of-unbalanced-unpaced-merging-assembly-lines" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/42374.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">321</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1170</span> Analyzing the Impact of Global Financial Crisis on Interconnectedness of Asian Stock Markets Using Network Science</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jitendra%20Aswani">Jitendra Aswani</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In the first section of this study, impact of Global Financial Crisis (GFC) on the synchronization of fourteen Asian Stock Markets (ASM’s) of countries like Hong Kong, India, Thailand, Singapore, Taiwan, Pakistan, Bangladesh, South Korea, Malaysia, Indonesia, Japan, China, Philippines and Sri Lanka, has been analysed using the network science and its metrics like degree of node, clustering coefficient and network density. Then in the second section of this study by introducing the US stock market in existing network and developing a Minimum Spanning Tree (MST) spread of crisis from the US stock market to Asian Stock Markets (ASM) has been explained. Data used for this study is adjusted the closing price of these indices from 6th January, 2000 to 15th September, 2013 which further divided into three sub-periods: Pre, during and post-crisis. Using network analysis, it is found that Asian stock markets become more interdependent during the crisis than pre and post crisis, and also Hong Kong, India, South Korea and Japan are systemic important stock markets in the Asian region. Therefore, failure or shock to any of these systemic important stock markets can cause contagion to another stock market of this region. This study is useful for global investors’ in portfolio management especially during the crisis period and also for policy makers in formulating the financial regulation norms by knowing the connections between the stock markets and how the system of these stock markets changes in crisis period and after that. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=global%20financial%20crisis" title="global financial crisis">global financial crisis</a>, <a href="https://publications.waset.org/abstracts/search?q=Asian%20stock%20markets" title=" Asian stock markets"> Asian stock markets</a>, <a href="https://publications.waset.org/abstracts/search?q=network%20science" title=" network science"> network science</a>, <a href="https://publications.waset.org/abstracts/search?q=Kruskal%20algorithm" title=" Kruskal algorithm"> Kruskal algorithm</a> </p> <a href="https://publications.waset.org/abstracts/31876/analyzing-the-impact-of-global-financial-crisis-on-interconnectedness-of-asian-stock-markets-using-network-science" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/31876.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">424</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1169</span> Different Cathode Buffer Layers in Organic Solar Cells</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Radia%20Kamel">Radia Kamel</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Considerable progress has been made in the development of bulk-heterojunction organic solar cells (OSCs) based on a blend of p-type and n-type organic semiconductors. To optimize the interfacial properties between the active layer and the electrode, a cathode buffer layer (CBL) is introduced. This layer can reduce the leakage current, increasing the open-circuit voltage and the fill factor while improving the OSC stability. In this work, the performance of PM6:Y6 OSC with 1-Chloronaphthalene as an additive is examined. To accomplish this, three CBLs PNDIT-F3N-Br, ZrAcac, and PDINO, are compared using the conventional configuration. The device with PNDIT-F3N-Br as CBL exhibits the highest power conversion efficiency of 16.04%. The results demonstrate that modifying the cathode buffer layer is crucial for achieving high-performance OSCs. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bulk%20heterojunction" title="bulk heterojunction">bulk heterojunction</a>, <a href="https://publications.waset.org/abstracts/search?q=cathode%20buffer%20layer" title=" cathode buffer layer"> cathode buffer layer</a>, <a href="https://publications.waset.org/abstracts/search?q=efficiency" title=" efficiency"> efficiency</a>, <a href="https://publications.waset.org/abstracts/search?q=organic%20solar%20cells" title=" organic solar cells"> organic solar cells</a> </p> <a href="https://publications.waset.org/abstracts/131695/different-cathode-buffer-layers-in-organic-solar-cells" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/131695.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">167</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1168</span> Experimental and Numerical Study on Energy Absorption Characteristic of a Coupler Rubber Buffer Used in Rail Vehicles</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Zhixiang%20Li">Zhixiang Li</a>, <a href="https://publications.waset.org/abstracts/search?q=Shuguang%20Yao"> Shuguang Yao</a>, <a href="https://publications.waset.org/abstracts/search?q=Wen%20Ma"> Wen Ma</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Coupler rubber buffer has been widely applied on the high-speed trains and the main function of the rubber buffer is dissipating the impact energy between vehicles. The rubber buffer consists of two groups of rubbers, which are both pre-compressed and then installed into the frame body. This work focuses on the energy absorption capacity of each group of buffers particularly. The quasi-static compression tests were carried out to obtain the pre-compression force and the load-defection response of the buffers. Then a finite element (FE) model was constructed using Ls_dyna program. The rubber material was modeled with a tabulated method easily, in which no more material constants need to be fitted. The simulation results agreed with the experimental results well. Numerical study of the buffers was performed using the validated FE model and the influence of the initial pressure on the buffers was obtained. In addition, the interaction between the two groups of buffers was also investigated and the optimum distribution of the two was found. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=initial%20pressure" title="initial pressure">initial pressure</a>, <a href="https://publications.waset.org/abstracts/search?q=rubber%20buffer" title=" rubber buffer"> rubber buffer</a>, <a href="https://publications.waset.org/abstracts/search?q=simulation" title=" simulation"> simulation</a>, <a href="https://publications.waset.org/abstracts/search?q=tabulated%20method" title=" tabulated method"> tabulated method</a> </p> <a href="https://publications.waset.org/abstracts/88310/experimental-and-numerical-study-on-energy-absorption-characteristic-of-a-coupler-rubber-buffer-used-in-rail-vehicles" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/88310.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">145</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1167</span> Application of Benford's Law in Analysis of Frankfurt Stock Exchange Index (DAX) Percentage Changes</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mario%20Zgela">Mario Zgela</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Application of Benford’s Law is very rarely covered in the field of stock market analysis, especially in percentage change of stock market indices. Deutscher Aktien IndeX (DAX) is very important stock market index of Frankfurt Deutsche Börse which serves as underlying basis for large number of financial instruments. It is calculated for selected 30 German blue chips stocks. In this paper, Benford's Law first digit test is applied on 10 year DAX daily percentage changes in order to check compliance. Deviations of 10 year DAX percentage changes set as well as distortions of certain subsets from Benford's Law distribution are detected. It is possible that deviations are the outcome of speculations; and psychological influence should not be eliminated. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Benford%27s%20Law" title="Benford's Law">Benford's Law</a>, <a href="https://publications.waset.org/abstracts/search?q=DAX" title=" DAX"> DAX</a>, <a href="https://publications.waset.org/abstracts/search?q=index%20percentage%20changes" title=" index percentage changes"> index percentage changes</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market" title=" stock market"> stock market</a> </p> <a href="https://publications.waset.org/abstracts/2313/application-of-benfords-law-in-analysis-of-frankfurt-stock-exchange-index-dax-percentage-changes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/2313.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">292</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1166</span> Volatility Transmission between Oil Price and Stock Return of Emerging and Developed Countries</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Algia%20Hammami">Algia Hammami</a>, <a href="https://publications.waset.org/abstracts/search?q=Abdelfatteh%20Bouri"> Abdelfatteh Bouri</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this work, our objective is to study the transmission of volatility between oil and stock markets in developed (USA, Germany, Italy, France and Japan) and emerging countries (Tunisia, Thailand, Brazil, Argentina, and Jordan) for the period 1998-2015. Our methodology consists of analyzing the monthly data by the GARCH-BEKK model to capture the effect in terms of volatility in the variation of the oil price on the different stock market. The empirical results in the emerging countries indicate that the relationships are unidirectional from the stock market to the oil market. For the developed countries, we find that the transmission of volatility is unidirectional from the oil market to stock market. For the USA and Italy, we find no transmission between the two markets. The transmission is bi-directional only in Thailand. Following our estimates, we also noticed that the emerging countries influence almost the same extent as the developed countries, while at the transmission of volatility there a bid difference. The GARCH-BEKK model is more effective than the others versions to minimize the risk of an oil-stock portfolio. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=GARCH" title="GARCH">GARCH</a>, <a href="https://publications.waset.org/abstracts/search?q=oil%20prices" title=" oil prices"> oil prices</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market" title=" stock market"> stock market</a>, <a href="https://publications.waset.org/abstracts/search?q=volatility%20transmission" title=" volatility transmission"> volatility transmission</a> </p> <a href="https://publications.waset.org/abstracts/64379/volatility-transmission-between-oil-price-and-stock-return-of-emerging-and-developed-countries" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/64379.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">437</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1165</span> The Effect of the Enterprises Being Classified as Socially Responsible on Their Stock Returns</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Chih-Hsiang%20Chang">Chih-Hsiang Chang</a>, <a href="https://publications.waset.org/abstracts/search?q=Chia-Ching%20Tsai"> Chia-Ching Tsai</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aim of this study is to examine the stock price effect of the enterprises being classified as socially responsible. We explore the stock price response to the announcement that an enterprise is selected for the Taiwan Corporate Sustainability Awards. Empirical results indicate that the announcements of the Taiwan Corporate Sustainability Awards provide useful informational content to stock market. We find the evidence of insignificantly positive short-term and significantly positive long-term price reaction to the enterprises being classified as socially responsible. This study concludes that investors in the Taiwan stock market tend to view an enterprise being selected for the Taiwan Corporate Sustainability Awards as one with superior quality and long-term price potential. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=corporate%20social%20responsibility" title="corporate social responsibility">corporate social responsibility</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20price%20effect" title=" stock price effect"> stock price effect</a>, <a href="https://publications.waset.org/abstracts/search?q=Taiwan%20stock%20market" title=" Taiwan stock market"> Taiwan stock market</a>, <a href="https://publications.waset.org/abstracts/search?q=investments" title=" investments"> investments</a> </p> <a href="https://publications.waset.org/abstracts/97842/the-effect-of-the-enterprises-being-classified-as-socially-responsible-on-their-stock-returns" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/97842.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">154</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1164</span> Forecasting Stock Indexes Using Bayesian Additive Regression Tree</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Darren%20Zou">Darren Zou</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=BART" title="BART">BART</a>, <a href="https://publications.waset.org/abstracts/search?q=Bayesian" title=" Bayesian"> Bayesian</a>, <a href="https://publications.waset.org/abstracts/search?q=predict" title=" predict"> predict</a>, <a href="https://publications.waset.org/abstracts/search?q=stock" title=" stock"> stock</a> </p> <a href="https://publications.waset.org/abstracts/124504/forecasting-stock-indexes-using-bayesian-additive-regression-tree" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/124504.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">130</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1163</span> The Influence of the Company's Financial Performance and Macroeconomic Factors to Stock Return</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Angrita%20Denziana">Angrita Denziana</a>, <a href="https://publications.waset.org/abstracts/search?q=Haninun"> Haninun</a>, <a href="https://publications.waset.org/abstracts/search?q=Hepiana%20Patmarina"> Hepiana Patmarina</a>, <a href="https://publications.waset.org/abstracts/search?q=Ferdinan%20Fatah"> Ferdinan Fatah</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aims of the study are to determine the effect of the company's financial performance with Return on Asset (ROA) and Return on Equity (ROE) indicators. The macroeconomic factors with the indicators of Indonesia interest rate (SBI) and exchange rate on stock returns of non-financial companies listed in IDX. The results of this study indicate that the variable of ROA has negative effect on stock returns, ROE has a positive effect on stock returns, and the variable interest rate and exchange rate of SBI has positive effect on stock returns. From the analysis data by using regression model, independent variables ROA, ROE, SBI interest rate and the exchange rate very significant (p value < 0.01). Thus, all the above variable can be used as the basis for investment decision making for investment in Indonesia Stock Exchange (IDX) mainly for shares in the non- financial companies. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=ROA" title="ROA">ROA</a>, <a href="https://publications.waset.org/abstracts/search?q=ROE" title=" ROE"> ROE</a>, <a href="https://publications.waset.org/abstracts/search?q=interest%20rate" title=" interest rate"> interest rate</a>, <a href="https://publications.waset.org/abstracts/search?q=exchange%20rate" title=" exchange rate"> exchange rate</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20return" title=" stock return "> stock return </a> </p> <a href="https://publications.waset.org/abstracts/21185/the-influence-of-the-companys-financial-performance-and-macroeconomic-factors-to-stock-return" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/21185.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">429</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1162</span> Whether Buffer Zone Community Forests’ Benefits Are Distributed Fairly to Low-Income Users: Reflection From the Buffer Zone Community Forests in Bardia National Park, Nepal</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Keshav%20Raj%20Acharya">Keshav Raj Acharya</a>, <a href="https://publications.waset.org/abstracts/search?q=Thakur%20Silwal"> Thakur Silwal</a>, <a href="https://publications.waset.org/abstracts/search?q=Neelam%20C.%20Poudyal"> Neelam C. Poudyal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Buffer zones, the peripheral areas around the national parks and wildlife reserves, are available for the purpose of benefitting the local inhabitants by providing forest products for subsistence needs of basic forest products outside the protected areas. The forest area within the buffer zone has been managed as a buffer zone community forest (BZCF) for the last 25 years after the approval of the buffer zone management regulation 1996. With a case study of select BZCF in Bardia National Park, this study aims to analyze whether the benefit provided by BZCF is equally available to poor users among other socioeconomic classes of the users. The findings are based on the analysis of cross-sectional data involving household surveys (n=305) and key informants’ interviews (n=10) as well as office records available at different 5 buffer zone community forest user groups offices. Results indicate that despite the provisions of subsidized rates for poor; poor households were more deprived due to higher forest products price particularly, the timber price in buffer zone. Evidence also indicate that due to the increased forest coverage, the incidence of wildlife damage has also increased and impacted the poor more due to lack of land ownership as well as limited alternatives. Clear community forest management guidelines with equitable benefit sharing and compensatory mechanisms to the users of poor socioeconomic class have been identified as a solution to increase the benefit to poor users in BZCFUGs. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=crop%20depredation" title="crop depredation">crop depredation</a>, <a href="https://publications.waset.org/abstracts/search?q=forest%20products" title=" forest products"> forest products</a>, <a href="https://publications.waset.org/abstracts/search?q=users" title=" users"> users</a>, <a href="https://publications.waset.org/abstracts/search?q=wellbeing%20ranking" title=" wellbeing ranking"> wellbeing ranking</a> </p> <a href="https://publications.waset.org/abstracts/181566/whether-buffer-zone-community-forests-benefits-are-distributed-fairly-to-low-income-users-reflection-from-the-buffer-zone-community-forests-in-bardia-national-park-nepal" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/181566.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">51</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1161</span> Stock Price Informativeness and Profit Warnings: Empirical Analysis </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Adel%20Almasarwah">Adel Almasarwah</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study investigates the nature of association between profit warnings and stock price informativeness in the context of Jordan as an emerging country. The analysis is based on the response of stock price synchronicity to profit warnings percentages that have been published in Jordanian firms throughout the period spanning 2005–2016 in the Amman Stock Exchange. The standard of profit warnings indicators have related negatively to stock price synchronicity in Jordanian firms, meaning that firms with a high portion of profit warnings integrate with more firm-specific information into stock price. Robust regression was used rather than OLS as a parametric test to overcome the variances inflation factor (VIF) and heteroscedasticity issues recognised as having occurred during running the OLS regression; this enabled us to obtained stronger results that fall in line with our prediction that higher profit warning encourages firm investors to collect and process more firm-specific information than common market information. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Profit%20Warnings" title="Profit Warnings">Profit Warnings</a>, <a href="https://publications.waset.org/abstracts/search?q=Jordanian%20Firms" title=" Jordanian Firms"> Jordanian Firms</a>, <a href="https://publications.waset.org/abstracts/search?q=Stock%20Price%20Informativeness" title=" Stock Price Informativeness"> Stock Price Informativeness</a>, <a href="https://publications.waset.org/abstracts/search?q=Synchronicity" title=" Synchronicity"> Synchronicity</a> </p> <a href="https://publications.waset.org/abstracts/120633/stock-price-informativeness-and-profit-warnings-empirical-analysis" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/120633.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">142</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1160</span> The Impact of Bitcoin on Stock Market Performance</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Oliver%20Takawira">Oliver Takawira</a>, <a href="https://publications.waset.org/abstracts/search?q=Thembi%20Hope"> Thembi Hope</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study will analyse the relationship between Bitcoin price movements and the Johannesburg stock exchange (JSE). The aim is to determine whether Bitcoin price movements affect the stock market performance. As crypto currencies continue to gain prominence as a safe asset during periods of economic distress, this raises the question of whether Bitcoin’s prosperity could affect investment in the stock market. To identify the existence of a short run and long run linear relationship, the study will apply the Autoregressive Distributed Lag Model (ARDL) bounds test and a Vector Error Correction Model (VECM) after testing the data for unit roots and cointegration using the Augmented Dicker Fuller (ADF) and Phillips-Perron (PP). The Non-Linear Auto Regressive Distributed Lag (NARDL) will then be used to check if there is a non-linear relationship between bitcoin prices and stock market prices. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bitcoin" title="bitcoin">bitcoin</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20market" title=" stock market"> stock market</a>, <a href="https://publications.waset.org/abstracts/search?q=interest%20rates" title=" interest rates"> interest rates</a>, <a href="https://publications.waset.org/abstracts/search?q=ARDL" title=" ARDL"> ARDL</a> </p> <a href="https://publications.waset.org/abstracts/150006/the-impact-of-bitcoin-on-stock-market-performance" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/150006.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">106</span> </span> </div> </div> <ul class="pagination"> <li class="page-item disabled"><span class="page-link">&lsaquo;</span></li> <li class="page-item active"><span class="page-link">1</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=buffer%20stock&page=2">2</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=buffer%20stock&page=3">3</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=buffer%20stock&page=4">4</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=buffer%20stock&page=5">5</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=buffer%20stock&page=6">6</a></li> <li class="page-item"><a class="page-link" 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