Multi-Layer Perceptron (MLP)-based Nonlinear Auto-Regressive with Exogenous Inputs (NARX) stock forecasting model

The prediction of stocks in the stock market is important in investment as it would help the investor to time buy and sell transactions to maximize profits. In this paper, a Multi-Layer Perceptron (MLP)-based Nonlinear Auto-Regressive with Exogenous Inputs (NARX) model was used to predict the prices...

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Bibliographic Details
Published in:International Journal on Advanced Science, Engineering and Information Technology
Main Author: Yassin I.M.; Abdul Khalid M.F.; Herman S.H.; Pasya I.; Ab Wahab N.; Awang Z.
Format: Article
Language:English
Published: Insight Society 2017
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85021071041&doi=10.18517%2fijaseit.7.3.1363&partnerID=40&md5=6115a8ec3c9bcf394aa4c8d5882772be