Comparative Study of ARIMA & ANN Models

Name: Comparative Study of ARIMA & ANN Models
Brand: LAP Lambert Academic Publishing
SKU: 9783846593554
Price: 967 CZK
Availability: InStock

A comparative study of Artificial Neural Network and Box-Jenkins ARIMA modeling for Dhaka Stock Exchange General Index

Autor: Shishir Saha, Sumonkanti Das, Md. Ahmed Kabir Chowdhury

Jazyk:

Vazba: Brožovaná

Vydavatel: LAP Lambert Academic Publishing

Dostupnost: Skladem u dodavatele

Odesíláme za 8-11 dnů

967 Kč

Time series analyses particularly forecasting of financial data have been attracting some special at...

Informace o knize

Autor

Shishir Saha, Sumonkanti Das, Md. Ahmed Kabir Chowdhury

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2011

Stránek

112

EAN

9783846593554

Enbook ID

07083390

Vydavatel

LAP Lambert Academic Publishing

Hmotnost

183

Rozměry

150 x 220 x 7

Kompletní popis

Time series analyses particularly forecasting of financial data have been attracting some special attention due to its nonlinear nature and complex behavior. Since the classical statistical methods become inadequate in such cases, a new generation of methodologies has been using for the analysis of trends, patterns and forecasting. Artificial Neural Networks (ANN) has been approved successful in recent time to approximate such non-linearity. In pursuing the prediction of Dhaka Stock Exchange (DSE) General Index, the study has made an attempt to develop a traditional linear ARIMA model and a non-linear ANN model. Finally, the prediction performances are compared on the basis of accuracy in prediction and several performance indicators. The findings of the study suggest ANN model as the more efficient one for the DSE General Index prediction than the traditional ARIMA model.

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Comparative Study of ARIMA & ANN Models

A comparative study of Artificial Neural Network and Box-Jenkins ARIMA modeling for Dhaka Stock Exchange General Index

Informace o knize

Kompletní popis

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