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Effectiveness of Neural Networks in Forecasting B.S.E Sensex Index - Couverture souple

Soni, Tarun

 
9783846555606: Effectiveness of Neural Networks in Forecasting B.S.E Sensex Index
Couverture souple
ISBN 10 : 3846555606 ISBN 13 : 9783846555606
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

Since stock markets are volatile, dynamic and complicated, forecasting stock market return is considered as a challenging task. Nevertheless, researchers have developed various linear and nonlinear methods for effective forecasting. Among these neural networks are most suitable for forecasting non linear and chaotic relationships among variables. The current study attempts to forecast the future returns of B.S.E, highly volatile index, with the help of conventional method i.e. ARIMA (Auto Regression Integrated Moving Average) and Artificial Neural Network M.L.P (Multilayer Perceptron).To examine the efficiency of the models, MAD (Mean Absolute Deviation) and MSE (Mean Square Error) of the two models are compared. The study results revealed that neural network is better for forecasting in comparison to ARIMA.

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Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3846555606
ISBN 13 
9783846555606
Reliure
Broché
Nombre de pages
60
Coordonnées du fabricant
non disponible
Personne responsable
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