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

• Main Authors: Efendi, Riswan, Arbaiya, Nureize, Mat Deris, Mustafa
• Format: Article
• Language: English
• Published: ScienceDirect 2018
• Subjects: QA Mathematics; T Technology (General); QA273-280 Probabilities. Mathematical statistics
• 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

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...