HYBRID NEURAL NETWORK MODEL TO PREDICT STOCK MARKET INDEX: EVIDENCE FOR THE TUNINDEX STOCK MARKET

HYBRID NEURAL NETWORK MODEL TO PREDICT STOCK MARKET INDEX: EVIDENCE FOR THE TUNINDEX STOCK MARKET

In this paper we utilized as input variables the historical data and analyze the neural networks structure for financial time series forecasting. After chosen the better structure we compared the performance of the neural networks method and generalized autoregressive conditional heteroscedasticity...

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Bibliographic Details
Main Authors: Nadhem SELMI, Rabia ACHAIRI
Format: Article
Language:English
Published: Bucharest University of Economic Studies 2015-03-01
Series:Business Excellence and Management
Subjects:
efficiency
neural network
stock market index
Online Access:http://beman.ase.ro/no51/6.pdf

Internet

http://beman.ase.ro/no51/6.pdf

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