Bookcover of A Model for Stock Price Prediction using the Soft Computing Approach
Booktitle:

A Model for Stock Price Prediction using the Soft Computing Approach

Neural Networks and ARIMA Model to Stock Price Prediction

LAP LAMBERT Academic Publishing (2012-06-13 )

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ISBN-13:

978-3-8465-0909-8

ISBN-10:
3846509094
EAN:
9783846509098
Book language:
English
Blurb/Shorttext:
A number of research efforts had been devoted to forecasting stock price based on technical indicators which rely purely on historical stock price data. However, the performances of such technical indicators have not always satisfactory. The fact is, there are other influential factors that can affect the direction of stock market which form the basis of market experts’ opinion such as interest rate, inflation rate, foreign exchange rate, business sector, management caliber, investors’ confidence, government policy and political effects, among others. In this study, the effect of using hybrid market indicators such as technical and fundamental parameters as well as experts’ opinions for stock price prediction was examined. Values of variables representing these market hybrid indicators were fed into the artificial neural network (ANN) model for stock price prediction. The empirical results obtained with published stock data show that the proposed model is effective in improving the accuracy of stock price prediction. Also, the performance of the neural network predictive model developed in this study was compared with the conventional Box-Jenkins autoregressive integrated moving
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Ayodele Adebiyi
Number of pages:
176
Published on:
2012-06-13
Stock:
Available
Category:
Money, Bank, Stock exchange
Price:
68.00 €
Keywords:
Neural Networks, expert opinion, Stock Market, ARIMA Model, Price Prediction

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