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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| Main Authors: | , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/5663302 |
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