Journal of
Systemics, Cybernetics and Informatics
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ISSN: 1690-4524 (Online)


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Editorial Advisory Board's Chair
William Lesso

Editor-in-Chief
Nagib C. Callaos


Sponsored by
The International Institute of
Informatics and Systemics

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Effect of Flow on Cultured Cell at Micro-Pattern of Ridge Lines
Haruka Hino, Shigehiro Hashimoto, Yusuke Shinozaki, Hiromi Sugimoto, Yusuke Takahashi
(pages: 1-7)

Bridging the Semantic and Lexical Webs: Concept-Validating and Hypothesis-Exploring Ontologies for the Nexus-PORTAL-DOORS System
Adam Craig, Seung-Ho Bae, Carl Taswell
(pages: 8-13)

The Learning Science through Theatre Initiative in the Context of Responsible Research and Innovation
Zacharoula Smyrnaiou, Elena Georgakopoulou, Menelaos Sotiriou, Sofoklis Sotiriou
(pages: 14-22)

Perceptions and Preferences of High School Students in STEM: A Case Study in Connecticut and Mississippi
Bin (Brenda) Zhou, Clifford Anderson, Feng Wang, Lin Li
(pages: 23-26)

A Study on the Meaning of the ‘Lifelong Learning to Be’ Implicated in the Philosophy of Nietzsche
Kwanchun Lee, Soo Yeon Choi, Un Shil Choi
(pages: 27-32)

Barriers to Social Innovation and Ways of Overcoming them in Latvia
Karine Oganisjana, Yuliya Eremina, Salome Gvatua, Benjamin Ngongo Kabwende, Ozoemena Joseph Chukwu
(pages: 33-38)

Unmanned Aerial Vehicle-Based Automobile License Plate Recognition System for Institutional Parking Lots
Julian Dasilva, Ricardo Jiménez, Roland Schiller, Sanja Zivanovic González
(pages: 39-43)

Dialectal Atlas of the Arab World - between Intention and Reality
Oleg Redkin, Olga Bernikova
(pages: 44-47)

IT Risk and Chaos Theory: Effect on the Performance of South African SMEs
Anass Bayaga, Stephen Flowerday, Liezel Cilliers
(pages: 48-53)

How to Apply the User Profile Usability Technique in the User Modelling Activity for an Adaptive Food Recommendation System for People on Special Diets
Lucrecia Llerena, Nancy Rodríguez, Pablo Gómez-Abajo, John W. Castro
(pages: 54-63)

Policies, Legislation and Regulatory Compliance Governance Impact on Strategic Management of Higher Education and Research Institutions in Latvia
Anita Straujuma, Inga Lapina, Elina Gaile-Sarkane, Modris Ozolins
(pages: 64-69)

Parallel Prediction of Stock Volatility
Priscilla Jenq, John Jenq
(pages: 70-73)

Hacking a Bridge: An Exploratory Study of Compliance-Based Information Security Management in Banking Organization
Tesleem Fagade, Theo Tryfonas
(pages: 74-80)

Improvement in the Physical and Psychological Well-Being of Persons with Spinal Cord Injuries by Means of Powered Wheelchairs Driven by Dual Power Wheels and Mobile Technologies
Yee-Pien Yang, Li-Jen Weng, Ye-Yu Yeh, Hui-Fen Mao, Ray-I. Chang
(pages: 81-87)

Data Mediation with Enterprise Level Security
Kevin E. Foltz, William R. Simpson
(pages: 88-93)


 

Abstracts

 


ABSTRACT


Parallel Prediction of Stock Volatility

Priscilla Jenq, John Jenq


Volatility is a measurement of the risk of financial products. A stock will hit new highs and lows over time and if these highs and lows fluctuate wildly, then it is considered a high volatile stock. Such a stock is considered riskier than a stock whose volatility is low. Although highly volatile stocks are riskier, the returns that they generate for investors can be quite high. Of course, with a riskier stock also comes the chance of losing money and yielding negative returns. In this project, we will use historic stock data to help us forecast volatility. Since the financial industry usually uses S&P 500 as the indicator of the market, we will use S&P 500 as a benchmark to compute the risk. We will also use artificial neural networks as a tool to predict volatilities for a specific time frame that will be set when we configure this neural network. There have been reports that neural networks with different numbers of layers and different numbers of hidden nodes may generate varying results. In fact, we may be able to find the best configuration of a neural network to compute volatilities. We will implement this system using the parallel approach. The system can be used as a tool for investors to allocating and hedging assets.

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