Cover Image

Integrating singular spectrum analysis and nonlinear autoregressive neural network for stock price forecasting

The main objective of stock market investors is to maximize their gains. As a result, stock price forecasting has not lost interest in recent decades. Nevertheless, stock prices are influenced by news, rumor, and various economic factors. Moreover, the characteristics of specific stock markets can d...

Full description

Saved in:

Bibliographic Details
Main Authors:	Fathi, A.Y., El-Khodary, I.A., Saafan, M.
Format:	Article
Published:	Institute of Advanced Engineering and Science 2022
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85132360139&doi=10.11591%2fijai.v11.i3.pp851-858&partnerID=40&md5=cc010ef04158e6f96b4a3948924e23e6 http://eprints.utp.edu.my/33516/
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Integrating singular spectrum analysis and nonlinear autoregressive neural network for stock price forecasting
by: Fathi, A.Y., et al.
Published: (2022)

A Hybrid Model Integrating Singular Spectrum Analysis and Backpropagation Neural Network for Stock Price Forecasting
by: Fathi, A.Y., et al.
Published: (2021)

Comparison of singular spectrum analysis and autoregressive integrated moving-average model on forecasting tourist arrival to langkawi
by: Shabri, Ani, et al.
Published: (2018)

Integrated nonlinear autoregressive neural network and Holt winters exponential smoothing for river streaming flow forecasting at Aswan High
by: Dullah H., et al.
Published: (2024)

A hybrid singular spectrum analysis and neural networks for forecasting inflow and outflow currency of bank Indonesia
by: Suhartono, Suhartono, et al.
Published: (2019)

Indonesian electricity load forecasting using singular spectrum analysis, fuzzy systems and neural networks
by: Sulandari, W., et al.
Published: (2020)

Comparison between artificial neural network and autoregressive integrated moving average model in bitcoin price forecasting
by: Chan Chian Tun,, et al.
Published: (2018)

Electricity consumption forecasting using Nonlinear Autoregressive with External (Exogeneous) input neural network
by: K. G., Tay, et al.
Published: (2019)

Nonlinear Smooth Transition Autoregressive (STAR)–type modelling and forecasting on Malaysia Airlines (MAS) stock returns
by: Mohd. Nor, Siti Rohani, et al.
Published: (2015)

Prediction of Rainfall Trends Using Forecasting Approaches Based on Singular Spectrum Analysis
by: Kismiantini, Kismiantini, et al.
Published: (2024)

Forecasting Stock Price by Using Artificial Neural Networks
by: Nur’azra Alia Nisa, Zulpakar
Published: (2023)

Short-term water level forecast using ANN hybrid Gaussian-nonlinear autoregressive neural network
by: Wei, Ming Wong, et al.
Published: (2022)

Neural Network Autoregressive Model for Forecasting Malaysia Under-5 Mortality
by: Husin, W.Z.W., et al.
Published: (2023)

Singularity spectrum of hydrocarbon fluids in synthetic seismograms
by: M.H. A., Fadzil, et al.
Published: (2007)

Forecasting particulate matter concentration using nonlinear autoregression with exogenous input model
by: M.I. Rumaling, et al.
Published: (2021)

Forecasting Malaysia bulk latex prices using autoregressive integrated moving average (ARIMA) and exponential smoothing
by: Cheong Fu, Mong, et al.
Published: (2022)

Forecasting Malaysian stock price using artificial neural networks (ANN)
by: Al-Mashhadani, Abdulrazak F. Shahatha, et al.
Published: (2021)

Prediction of epidemic trends in COVID-19 with Mann-Kendall and recurrent forecasting-singular spectrum analysis
by: Shazlyn Milleana Shaharudin,, et al.
Published: (2021)

Autoregressive Integrated Moving Average Model(Arima)For Forecasting Wind Speed.
by: A, Shamshad, et al.
Published: (2003)

Evolutionary integrated heuristic with gudermannian neural networks for second kind of lane– emden nonlinear singular models
by: Kashif Nisar, et al.
Published: (2021)

Evolutionary Integrated Heuristic with Gudermannian Neural Networks for Second Kind of Lane–Emden Nonlinear Singular Models
by: Kashif, Nisar, et al.
Published: (2021)

Comparison of singular spectrum analysis forecasting algorithms for students' academic performance during Covid-19 outbreak
by: Muhammad Fakhrullah Mohd Fuad
Published: (2021)

Prediction of epidemic trends in covid-19 with mann-kendall and recurrent forecasting-singular spectrum analysis (SCOPUS)
by: Shazlyn Milleana Shaharudin
Published: (2021)

Modelling stock market exchange by autoregressive integrated moving average, multiple linear regression and neural network
by: Firdaus, Mohamad, et al.
Published: (2022)

Short-term forecast of gold price using generalized autoregressive conditional heteroscedastic models
by: Mohamed, Siti Nor Hazanah
Published: (2012)

Comparison of singular spectrum analysis forecasting algorithms for student's academic performance during COVID-19 outbreak (SCOPUS)
by: Shazlyn Milleana Shaharudin
Published: (2021)

Forecasting of the stock price using recurrent neural network – long short-term memory
by: Dobrovolny, Michal, et al.
Published: (2021)

Students’ Performance Prediction in Higher Education During COVID-19 Pandemic Based on Recurrent Forecasting and Singular Spectrum Analysis
by: Kismiantini, Kismiantini, et al.

Forecasting river discharge using autoregressive integrated moving-average model
by: Idris, Arifah Najwa Laila
Published: (2014)

Forecasting Stock Price using ARMA Model
by: Koh, Wei Sin, et al.
Published: (2020)

Malaysia Stock Price and Macroeconomic Variables: Autoregressive Distributed Lag (ARDL) Bounds Test
by: Chee, Ricky Jiun Chia, et al.
Published: (2015)

Stock Price Forecasting Dashboard using Data Mining “ForecastFuture”
by: Akhiar, Fakhri Akhdan
Published: (2015)

Students Performance Prediction in Higher Education During COVID-19 Pandemic Based on Recurrent Forecasting and Singular Spectrum Analysis
by: Shazlyn Milleana Shaharudin
Published: (2023)

The nonlinear autoregressive exogenous neural network performance in predicting Malaysia air pollutant index
by: Rosminah Mustakim, et al.
Published: (2021)

Improving Stock Price Prediction Using Combining Forecasts Methods
by: Hossain, M.R., et al.
Published: (2021)

The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
by: Ardiansyah, Soleh, et al.
Published: (2013)

Forecasting crude oil prices using discrete wavelet transform with autoregressive integrated moving average and Least Square Support Vector Machine combination approach
by: Md. Khair, N. Q. N., et al.
Published: (2017)

Autoregressive Method in Short Term Load Forecast
by: Kamel , Nidal
Published: (2008)

Autoregressive method in short term load forecast
by: N.S., Kamel, et al.
Published: (2008)

Performance of modeling time series using nonlinear autoregressive with eXogenous input (NARX) in the network traffic forecasting
by: Haviluddin Haviluddin, et al.
Published: (2015)