Effectiveness of Neural Networks in Forecasting B.S.E Sensex Index

Language: English

Published by LAP LAMBERT Academic Publishing Nov 2011, 2011

3846555606 / 9783846555606

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This item is printed on demand - Print on Demand Titel. Neuware -Since stock markets are volatile, dynamic and complicated, forecasting stock market return is considered as a challenging task. Nevertheless, researchers have developed various linear and nonlinear methods for effective forecasting. Among these neural networks are most suitable for forecasting non linear and chaotic relationships among variables. The current study attempts to forecast the future returns of B.S.E, highly volatile index, with the help of conventional method i.e. ARIMA (Auto Regression Integrated Moving Average) and Artificial Neural Network M.L.P (Multilayer Perceptron).To examine the efficiency of the models, MAD (Mean Absolute Deviation) and MSE (Mean Square Error) of the two models are compared. The study results revealed that neural network is better for forecasting in comparison to ARIMA.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 60 pp. Englisch.

Seller Inventory # 9783846555606

Title
Effectiveness of Neural Networks in Forecasting B.S.E Sensex Index
Author
Tarun Soni
Publisher
LAP LAMBERT Academic Publishing Nov 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3846555606
ISBN 13
9783846555606
Item weight
107 grams
Dimensions
220x150x4 mm

buchversandmimpf2000

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