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

Saved in:
Bibliographic Details
Main Authors: Dhafer A.H., Nor F.M., Hashim W., Shah N.R., Bin Khairi K.F., Alkawsi G.
Other Authors: 57336725300
Format: Conference Paper
Published: Institute of Electrical and Electronics Engineers Inc. 2023
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
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