IDEAS home Printed from https://ideas.repec.org/a/igg/jcac00/v12y2022i2p1-11.html
   My bibliography  Save this article

Stock Market E-Assistance on Platform-as-a-Service (PaaS)

Author

Listed:
  • Shahul Chettali Hameed

    (Saveetha School of Engineering, India)

Abstract

Stock market has received widespread attention from investors. How to grasp the changing regularity of the stock market and predict the trend of stock prices has always been a hot spot for investors and researchers. The rise and fall of stock prices are influenced by many factors such as politics, economy, society and market. For stock investors, the trend forecast of the stock market is directly related to the acquisition of profits. The more accurate the forecast, the more effectively it can avoid risks. For listed companies, the stock price not only reflects the company’s operating conditions and future development expectations, but also an important technical index for the analysis and research of the company. Stock forecasting research also plays an important role in the research of a country’s economic development. Therefore, the research on the intrinsic value and prediction of the stock market has great theoretical significance and wide application prospects.

Suggested Citation

  • Shahul Chettali Hameed, 2022. "Stock Market E-Assistance on Platform-as-a-Service (PaaS)," International Journal of Cloud Applications and Computing (IJCAC), IGI Global, vol. 12(2), pages 1-11, April.
  • Handle: RePEc:igg:jcac00:v:12:y:2022:i:2:p:1-11
    as

    Download full text from publisher

    File URL: http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/IJCAC.305858
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhou, Yufei & Wang, Sihan & Zhang, Nuo, 2023. "Dynamic decision-making analysis of Netflix's decision to not provide ad-supported subscriptions," Technological Forecasting and Social Change, Elsevier, vol. 187(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:igg:jcac00:v:12:y:2022:i:2:p:1-11. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Journal Editor (email available below). General contact details of provider: https://www.igi-global.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.