An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries

The foremost aim of this research was to forecast the performance of three stock market indices using the multilayer perceptron (MLP), recurrent neural network (RNN), and autoregressive integrated moving average (ARIMA) on historical data. Moreover, we compared the extrapolative abilities of a hybri...

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Bibliographic Details
Main Authors: Zhang Peng, Farman Ullah Khan, Faridoon Khan, Parvez Ahmed Shaikh, Dai Yonghong, Ihsan Ullah, Farid Ullah
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/5663302
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