BCP Business & Management

About the Journal

BCP Business & Management is an Open Access, peer-reviewed conference series, aims to publish proceedings from conferences on the theories and methods in fields of Business & Management. Proceedings are published under the scientific responsibility of the conference editors.

Current Issue

Vol. 26 (2022): 2022 International Conference on Finance, Investment and Business Analysis (FIBA 2022)

June 25-26, 2022 | Kuala Lumpur, Malaysia

Editors: Renata Carroll, Zhiting Wang

ISBN: 978-1-62437-386-2

Published: 2022-09-19

Preface

Preface: 2022 International Conference on Finance, Investment and Business Analysis (FIBA 2022)

Renata Carroll, Zhiting Wang

I

Articles

Carbon pricing factors: Perspective from demand and supply sides

Liwen Sun

1-5
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Application of Markowitz and Index Model during the period of COVID-19

Zhifeng Yu

6-17
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A Review of Factors Affecting Tesla's Profitability

Mengzhuo Shi, Yining Zhang, Chenhui Zhu

18-24
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A Study of Optimal Portfolio of Gold and Bitcoin Based on Risk and Return

Yan Zhang, Hongwei Zhang, Yu Ma

25-32
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Endorsement in bill of lading practice based on cases of teledischarge, letter of guarantee and non-endorsement

Zitan Zhang, Xuefeng Wang

33-38
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Financial product investment decision model based on ultimate benefit

Yunhan Zhong

39-46
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Analysis on Portfolio Selection under Markowitz Model and Index Model before and After Covid-19 Outbroke

Yuyan Wang

47-57
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The Impact of 2022 Russia-Ukraine Conflict on the Financial Market: Evidence from China

Bingning Xue

58-68
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The Influence of Digital Inclusive Finance on Business Performances —— Based on Small and Median-sized Enterprises in the Chinese Stock Market

Hanqi Chen

69-80
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Stock Valuation and Investment Prospects of Digital-Product Industry in the Post-Pandemic Era

Gengrui Tian

81-92
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Development trend analysis and prediction of photovoltaic building integration plate index

Linpeng Zheng, Weipeng Cai, Qili Fu

93-101
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Wheat futures price prediction based on GA-VMD-CS-LSTM model

Ziqi Li, Zhiqi Zhang, Xiran Guo

102-109
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In depth analysis of Fisher model and explore its limitation

Ruichen Yan

110-116
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Using linear regression model to investigate the relationship between people's average expenditure on food consumption and GDP per capita in China under pandemic across cities

Zhuoyu Zhang

117-123
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Research on marketing Strategy of Personal Financial Products of Northeast Securities

Ruize Shi

124-129
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An Empirical Investigation of Markowitz and Index model in the US Capital Market

Xiaofan Sun

130-138
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The compare of fitting between Markowitz model and single index model in different risk degree

Wenjie Yin

139-149
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Industry Asset Allocation Portfolio Analysis

Jinyang Zhu

150-158
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Portfolio construction by using Markowitz Model and Index Model during pandemic of COVID-19

Shuhan Liu

159-174
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The impact of Sino-US trade conflict on Chinese Manufacturing: Evidence from Time Series Model

Yiqi Niu

175-181
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The impact of COVID-19 on Fresh food e-commerce in China

Wenrui Zhong

182-189
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Macro and Micro Determinants of Bank’s Profitability: Evidence from United States

Haozhen Liu

190-195
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Performance Evaluation of Listed Enterprises with Elderly Care Concepts Based on the Economic Value Added

Songyuanyi Lu

196-207
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Carbon financial price forecasting based on VMD noise reduction and improved DELM optimized by the WDO algorithm

Jingying Fan, Jiayin Chen, Haoxuan Li

208-214
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Research on the application of time series ARIMA model in trade strategy

Shuohong Ye, Mingyu Zhang, Jiabeizi Yu

215-222
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Development and application of investment prediction model based on gold and bitcoin

Xuanwu Wang, Sirun Zheng

223-228
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Measurement and Influencing Factors Analysis of Regional Carbon Finance Development Level in China Based on ANN-RBF

Zhaojun Liu, Yongqin Ma

229-239
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Research on trading strategies based on time series - taking gold and bitcoin as examples

Feiyang Zheng, Hao Chi

240-247
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Profit from Volatility Based on Investment Strategy Model

Mingwei Dai, Dan Bao, Zeyu Kong

248-253
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Research on the Optimal Asset Allocation Decision of Chinese Retirees from the Perspective of Health

Busheng Li, Qi Li, Yidan Wu, Haiyue Chen, Zehang Zhang

254-261
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Empirical Evidence Based on Geographic Regression Discontinuity Analysis of Housing in Guangzhou School District

Yulu Ouyang, Keyue Sun

262-271
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Research on prediction model of optimal trading strategy-Taking bitcoin and gold as an example

Yuze Zhao, Lanqing Zhang, Siyang Liu

272-278
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Mining Factors Affecting Stock Prices from the Perspective of Asset Pricing Based on ANN-RBF Algorithm

Shaoyu Yang, Yuzhe Wang, Zejiang Ni

279-285
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Research on the Causal Relationship Between House Prices and Land Prices Based on Matlab

Qian Yu

286-293
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Analysis and research on the Financial Management Risk of Construction Enterprises based on ISM-MICMAC

Chuanmei Mao, Sihong Wu, Cheng Zhang

294-302
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Analysis and Research on Internal Factors of Stock Price Fluctuation of Chinese Listed Companies Based on ANN-BRF Model

Yilin Chang, Mingyuan Wang, Zejie Yu

303-312
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Research on trading strategy based on improved LSTM network model

Sitong Peng, Zijue Zhang, Zhifeng Lin

313-319
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Research on a quantitative trading strategy based on high-frequency trading

Chang Liu, Huilin Shan, Zhihao Tian, Hangyu Cheng

320-328
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Effect of the Structure of the Balance Sheet on the Performance of the Commercial Banks Taking Listed Commercial Banks in China as Examples

Hanchen Cai

329-336
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Research on Market Transaction Based on Dynamic Programming Model

Jiantao Lin, Zhibing Zhang, Jie Zeng, Yuanbiao Zhang

337-346
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Stock market price prediction model based on grey prediction and ARIMA

Ruoqi Yang, Yichao Deng, Qiao Zhong, Shouxin Zong

347-355
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Research on Interest Rate Risk Management Based on Duration, Convexity and Immunization

Xiao Li, Yiye Lu

356-364
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The Revolution in Banking Method and The Total Transaction in Canada

Siwen Yang

365-372
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Investor Sentiment and Stock Returns during the COVID-19 Pandemic: Evidence from Chinese Stock Market

Weiqi Liang, Jiang Sui, Yufei Tian

373-382
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The Impact of Russia-Ukraine Conflict on Chinese Military Industry Sector -Based on Event Study

Yufei Chen, Xiuqiang Deng, Songmian Li

383-391
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Research on Quantitative Trading Model

Ying Ge, Yue Cao, Zi Yang, Yuyao Wang, Xin Ge

392-399
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A Two-Stage ARIMA Model via Machine Learning and its Application in Stock Price Prediction

Fenglin Zhang, Long Chen, Jiwen Yu

400-408
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The prediction of financial market based on BP neural network is used to maximize the income of investment

Tianyi Xu, Yanlong Meng, Yukun Bai

409-415
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A novel trading strategy based on BiLSTM prediction model

Sheng Xu, Yaxuan Chen, Quanrun Qiu

416-424
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Portfolio return prediction model based on gold and Bitcoin

Chengge Wen, Siyan Lu, Jiaxuan Jiang

425-430
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A Dual Collaborative Governance based on SFIC Model: a Case Study of the Chinese Film and Television Industry

Cuifang Zhou

431-436
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Sensibility and rationality in investment

Hongjian Fan, Tianqi Wang

437-444
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Development of Daily Trading Strategies Based on A Quantitative Trading Decision Model

Guangde Shi, Jingkai Gao, Ruibin Li, Jun Shi

445-452
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Research on the Manufacturing Development in China under the US-China Trade War

Xiaolei Quan

453-461
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The Comparison between CAPM and FF3 Model: Evidence from America

Yundi Gao, Zhenyu Hu

462-467
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Portfolio Construction Based on Bigdata Analysis in Terms of Minimum Variance Model

Ziyu Guo

468-475
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Stock Price Prediction Based on Spatio-Temporal Coupling with Deep Learning

Heming Lai, Chuyi Yong, Qinxin Wang

476-484
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Comparison of the Markowitz Model and Index Model for Portfolio Optimization in the Chinese Stock Market

Chaoran Qin

485-494
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Portfolio Analysis of Stocks in Diverse Industries

Kaidong Zhang

495-504
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Portfolios under Constraints in Real Practice

Yuxi Lin

505-511
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The Diversification of Portfolios under Different Conventional Scenarios in the Shock of COVID-19

Junting Zhao

512-521
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Impact of the Outbreak on U.S. Equity Portfolios Based on Markowitz and Index Models

Yicheng Wang

522-532
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The Impact of Covid-19 on the US Stock Market: Evidence from Time Series Model

Tian Qiu

533-542
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Bigdata Analysis of the Validity of Capital Asset Pricing Model (CAPM) Under COVID-19

Chenxi Jiang, Xiang Li, Jiahao Pan, Yuao Qiao

543-550
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Gold and Bitcoin Prices Trend Forecast Based on Arima and Grey Prediction

Xiangye Zhu, Zitong Wang, Hao Liu, Jing Wang

551-559
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S&P 500 Index and Volatility Forecast of Chinese Stock Market

Jinrong Cao

560-571
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Asset Forecasting Analysis Based on ARIMA Model and BP Neural Network

Hanyin Yang

572-579
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Does the Sci-Tech Innovation Board Make the Chinese Market Better? From the Perspective of the Factor Model

Yuhao Lin, Jiacheng Qing, Xinyuan Wang

580-588
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Russia Ukraine Conflict, Crude Oil Price and Dynamic Changes in Dow Jones Index

Yiming Lin

589-600
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The Impact of COVID-19 on Yield of Precious Metal: an Empirical Evidence

Zhiang Ye

601-610
- PDF
The impact of Russian-Ukrainian Conflict on the Dynamics of Bitcoin

Yuye Zhou

611-618
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The Financial Statement Analysis of Hermès

Sijie Sun

619-625
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Research on the influence of human capital on economic growth

Xianhe Yu

626-635
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Pricing analysis of Dong Wu Su Yuan Industry based on the pricing model of public REITs

Yangchen Xu

636-645
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Research on quantitative trading strategy based on prediction and dynamic programming model

Xinyi Luo, Huijun Qi, Yuxuan Zhang

646-655
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Research on Maximization of Investment Income Based on Linear Method

Tianle Liu, Chaoyang Chen, Jiahao Zhang, Zhihong Chen

656-665
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The Impact Of COVID-19 On Electronic Industries Based on Fama-French Five-factor Model

Chenchun Dai, Zicheng Lin

666-675
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Portfolio Design Based on Bigdata Analysis and Sharpe Ratio Optimal model

Zhirong Piao, Guohua Wu, Lu Zhou

676-685
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The Comparsion of Stock Return Prediction for Random Forest, Ordinary Least Square, and XGBoost

Junsheng Wang

686-695
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Walt Disney Company 2021 Strategy and Stock Price Analysis

Hao Niu

696-702
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Bank Customer Churn Based on Different Models, Oversampling, and Encoding Methods

Zekun An, Zhangdi Song, Xueying Wang

703-713
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Broad Asset Portfolio Designed Based on the Mean-Variance Model

Yanyu Liu

714-723
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Principle, Methodology and Application for Data Cleaning techniques

Zhexu Jin

724-732
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The Strategic and Financial Analysis of Hermès

Danyang Zhu

733-740
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Volatility Forecasting of Copper Futures Based on HAR-RV Model

Ziyi Fang, Chenyang Zhao, Zichun Zhong

741-753
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Analysis of factors Affecting the Development of Fast-Food Industry Based on Machine Learning Methods

Songpeng Ji, Yueran Zhao

754-760
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Equity Incentive and Firm Value: Evidence from the Chinese Stock Market based on Panel Regression Model

Yizhe Huang, Yaning Xing

761-768
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Application of Fama-French 5-factor model on investigating the influence of Covid-19 on meal industry in U.S. stock market

Zhuofu Chen, Chengchen Zhou, Yifei Su

769-774
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Pricing Asian Lookback Option based on Monte Carlo simulation

Tao Wei, Fangpei Yang, Hao Yu

775-787
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Asian Options in a Market with High Volatility: Perspective and Evidence from Zoom and Peloton

Yuxin Yin, Zejun Zhang

788-793
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The feasibility of arbitrage between TESLA and cryptocurrency

Yiwen Gong, Mingtao Zhang, Xiaoyuan Zhang

794-803
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An empirical study of down-and-out put option pricing based on Geometric Brownian Motion and Monte Carlo Simulation: evidence from crude oil and E-mini Nasdaq-100 futures

Meini Wang, Panjie Wang, Yuyi Zhang

804-809
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The Impact of COVID-19 on Consumer Durable Industry Based on Fama-French Five-Factor Model

Zhihan Hu

810-816
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Corporate Cash Holdings and Earnings Management: An analysis of fixed effect model

Wei Li, Zerui Wang, Zekai Zheng

817-825
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Economic Policy Uncertainty and Stock Price Crash Risk: Based on panel data models

Boqiao Du, Jiaxin Li, Hankun Zhang

826-840
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Equity Incentives and Stock Price Crash Risk: Evidence from China

Yitong Chen, Chenxi Jiang, Tianyue Liu

841-850
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Equity Incentive and Idiosyncratic Volatility Using Dual Fixed-effect Method: Evidence from China

Jengshin Chiang, Donghao Li, Ningyuan Zhou

851-857
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The Stock Analysis and Forecast Base on the Company of China Duty Free Group

Tongyang Chen, Yubin Chen

858-863
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The Preference for Male cosmetics: an empirical analysis

Hanwen Guo

864-872
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To what extent would an investment portfolio be affected by different variables in terms of Markowitz and Index model?

Haoxuan Chen, Chengming Wu, Haoxing Guo, Qiwei Zheng

873-886
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Investment Portfolio's Efficiency Evaluation for Markowitz Model and the Index Model

Tianying Xiong, Ruhai He, Yichen Zhu, Haotian Wang

887-897
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An Empirical Study on the Day-of-the-Week Effect of China's Iron Ore Futures Based on the HAR-RV Model

Yanming Cai, Lanyuan Gu, Bopei Nie

898-904
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Comparisons to Investment Portfolios under Markowitz Model and Index Model based on US’s Stock Market

Jinying Guan, Jiawei He, Sisi Peng, Tiantian Xue

905-915
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The Efficiency between Markowitz Model and Single Index Model

Zeheng Cai, Yantong Long

916-928
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Investment Portfolio Management Based on Realistic US’s Stock Data with Two Models

Zi’an Huang

929-936
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Research on the investment strategy of new energy vehicle industry based on multi-factor stock selection

Fenglin Cui, Beizhu Li, Yingchen Liu

937-947
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Impact of Covid-19 on U.S. Fun Industry based on Fama and French Five-Factor Model

Songwen Chen, Shiyue Wang, Ziqi Cai, Shuang Liang, Jicheng Zhong

948-955
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Portfolio Establishment for Asset Allocation based on the Empirical Study

Qinxin Wang, Yuxin Tang, Yanyan Jin, Yutong Lai, Runyin Wang, Yihua He

956-972
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The Influential Factors on Fast-food Restaurant: Analyzing from the Perspective of Big Data

Xiaoyi Wang, Feiyang Deng

973-980
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Portfolio Investment Strategy Based on Markowitz Model and Single Index Model

Zhiqing Cai, Yuting Ding, Wanning Du, Yilong Hou, Yilin Zhang, Yifang Zhao

981-994
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Optimal Portfolio under Five Constraints in the Markowitz Model and the Index Model

Shirui Liu

995-1006
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Application of Fama-French five factor model in US clothing industry during COVID-19

Wenlin Jia, Yiyang Lu, Tianyang Qu

1007-1013
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Portfolio construction based on MACD and Beta coefficient

Huantao Yuan, Yichen Li

1014-1019
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Retailer's credit preference under perfect competition Based on the Stackelberg model

Shuiqing Liu

1020-1027
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Comparison Analysis of Arima and Z-test for Forecasting the Maximum Return Based on the Pair Trading Strategy

Hao Fu, Yaxuan Yang, Liangzi Zhu

1028-1036
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Performance Analysis for Portfolio Construction and Stock Price Prediction of Social Media Platforms

Xintong Lin, Xuepu Tan, Xuening Yang

1037-1042
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US Stocks Market Movements Prediction: Classification of SP-500 Using Machine Learning Technology

Fang Chen, Jinglun Gao, Zhiwen Zhang

1043-1050
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The Application of ARIMA and Mean-variance Models on Financial Market

Zhixiang Deng, Yujia Han

1051-1057
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The Impact of Two-Way FDI on the urban-rural Income Gap Based on Broad Least-Squares Analysis

Xiaoke Xu

1058-1070
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The Role of Automation from the Perspectives of the Monetary Model, Price Decomposition Model, and Demand-led Growth

Yichen Guo

1071-1076
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Gold future forecasting based on HAR model from 2019 to 2021

Juhua Huang, Dingkai Wang

1077-1085
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Analysis of Tesla investment based on Multiple Valuation

Shude Song

1086-1092
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Investment Analysis of Drinks and Soft Drinks Firms: The Weighted Ratio Analysis in Modeling in Excel

Mengxiang Zhang

1093-1098
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Research on the investment ratio allocation of gold and bitcoin based on price prediction model and Markowitz model

Run Zhu, Ziyang Jin, Yukun Zhou, Yuze Fang, Tianyu Hong

1099-1108
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Forecasting Chinese stock market volatility under uncertainty

Wei Li

1109-1116
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What is Disney worth?

Yilin Wang

1117-1126
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Discussion and Evaluation of Disney: Does Disney Overvalued under COVID-19?

Siyu Xiong

1127-1139
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The Financial Analysis of Disney

Cuilin Lyu

1140-1146
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Research on Zoom’s Investment Decisions Based on Multiple Valuations

Zhihao Guo

1147-1153
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Investment strategy of TSMC based on industry research, financial analysis, and PE valuation

Hanze Li

1154-1162
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The Impact of Leverage and Marginal Expected Shortfall on Systematic Risk -- Based on the Analysis of China's Stock Market

Hanxiao Wei, Jianrong Tang

1163-1171
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Evaluate the Impact of Strategic Adjustment on Xiabuxiabu Company: Based on the Financial Analysis

Ziyue Huang

1172-1188
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Research and design of medical data sharing and insurance automatic claim system based on blockchain technology

Yuan Chen, Heng He, Jiacheng Zheng

1189-1195
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Urban contraction in Liaoning Province

Yidi Wang

1196-1202
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Research on the right of data portability based on regional type and its impact on the credit reporting industry

Meng Yuan

1203-1209
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Supply chain risk management based on enterprise performance analysis

Tingyu Liu

1210-1215
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The Application of Monte Carlo Simulation and Mean-variance in Portfolio Selection

Qinying Li, Wenyue Zhong

1216-1221
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The Application of Price-Sales Ratio Method in S Company's Merger and Acquisition of F Company

Qinwei Xu

1222-1227
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