A NARX Neural Network Model to Predict One-Day Ahead Movement of the Stock Market Index of Malaysia
Commerce; Costs; Electronic trading; Financial markets; Investments; Commodity exchange; Commodity prices; Day-ahead; Exchange rates; Input variables; Model prediction; NARX; Neural-networks; Prediction performance; Stock market; Forecasting
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Main Authors: | , , , , , |
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Format: | Conference Paper |
Published: |
Institute of Electrical and Electronics Engineers Inc.
2023
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Summary: | Commerce; Costs; Electronic trading; Financial markets; Investments; Commodity exchange; Commodity prices; Day-ahead; Exchange rates; Input variables; Model prediction; NARX; Neural-networks; Prediction performance; Stock market; Forecasting |
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