Effectiveness of Neural Networks in Forecasting B.S.E Sensex Index


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description

Since stock markets are volatile, dynamic and complicated, forecasting stock market return is considered as a challenging task. Nevertheless, researchers have developed various linear and nonlinear methods for effective forecasting. Among these neural networks are most suitable for forecasting non linear and chaotic relationships among variables. The current study attempts to forecast the future returns of B.S.E, highly volatile index, with the help of conventional method i.e. ARIMA (Auto Regression Integrated Moving Average) and Artificial Neural Network M.L.P (Multilayer Perceptron).To examine the efficiency of the models, MAD (Mean Absolute Deviation) and MSE (Mean Square Error) of the two models are compared. The study results revealed that neural network is better for forecasting in comparison to ARIMA.

Product Specifications
SKU :COC69975
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
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