A new procedure in stock market forecasting based on fuzzy random auto-regression time series model

Various models used in stock market forecasting presented have been classified according to the data preparation, forecasting methodology, performance evaluation, and performance measure. However, these models have not sufficiently discussed in data preparation to overcome randomness, as well as unc...

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Bibliographic Details
Main Authors: Efendi, Riswan, Arbaiya, Nureize, Mat Deris, Mustafa
Format: Article
Language:English
Published: ScienceDirect 2018
Subjects:
Online Access:http://eprints.uthm.edu.my/4880/1/AJ%202018%20%28132%29.pdf
http://eprints.uthm.edu.my/4880/
https://doi.org/10.1016/j.ins.2018.02.016
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