Comparison of Double Exponential Smoothing for Holt’s Method and Artificial Neural Network in Forecasting the Malaysian Banking Stock Markets

• Main Authors: Bahtiar Jamili Zaini, Rosnalini Mansor, Zahayu Md Yusof, Darmesah Gabda, Wong Kah Seng
• Format: Article
• Language: English; English
• Published: 2020
• Subjects: Q Science (General)
• Online Access: https://eprints.ums.edu.my/id/eprint/26019/1/Comparison%20of%20Double%20Exponential%20Smoothing%20for%20Holt%E2%80%99s%20Method%20and%20Artificial%20Neural%20Network%20in%20Forecasting%20the%20Malaysian%20Banking%20Stock%20Markets.pdf; https://eprints.ums.edu.my/id/eprint/26019/2/Comparison%20of%20Double%20Exponential%20Smoothing%20for%20Holt%E2%80%99s%20Method%20and%20Artificial%20Neural%20Network%20in%20Forecasting%20the%20Malaysian%20Banking%20Stock%20Markets1.pdf; https://eprints.ums.edu.my/id/eprint/26019/; https://doi.org/10.32802/asmscj.2020.sm26(1.4)

Forecasting stock market has been the centre of attraction among investors for a long period of time. Investors are always forecasting their return on investment in the stock market before they start to invest. In this study, to forecast on the stock market price, the monthly closing stock prices da...