Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) wh...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8731 |
| _version_ | 1826121676988874752 |
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| author | Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng |
| author2 | Cheng, Philip Yim Kwong |
| author_facet | Cheng, Philip Yim Kwong Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng |
| author_sort | Mah, Ching Cheng |
| collection | NTU |
| description | We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) when the event occurs. With this information, an investor would be in a comparatively advantageous position to capture on the profitable opportunities. |
| first_indexed | 2024-10-01T05:36:06Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/8731 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T05:36:06Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/87312023-05-19T06:24:04Z Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng Cheng, Philip Yim Kwong Nanyang Business School DRNTU::Business::Finance::Equity We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) when the event occurs. With this information, an investor would be in a comparatively advantageous position to capture on the profitable opportunities. 2008-09-24T07:24:23Z 2008-09-24T07:24:23Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8731 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Equity Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) |
| title | Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) |
| title_full | Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) |
| title_fullStr | Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) |
| title_full_unstemmed | Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) |
| title_short | Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) |
| title_sort | predicting the impact of anticipatory action on us stock market an event study using anfis a neural fuzzy model |
| topic | DRNTU::Business::Finance::Equity |
| url | http://hdl.handle.net/10356/8731 |
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