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Comparative Study of ARIMA & ANN Models

 

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  • Product Description
 

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.

Product Specifications
SKU :COC68691
AuthorShishir Saha,Sumonkanti Das and Md. Ahmed Kabir Chowdhury
LanguageEnglish
BindingPaperback
Number of Pages112
Publishing Year2011-11-25T00:00:00.000
ISBN978-3846593554
Edition1 st
Book TypeBanking & finance: study & revision guides
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00
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