Estimating stock market output depends mainly on identifying non-linear relationships of input variables. To forecast such systems a non-linear modeling tool is required. This paper describes the experimental approaches for developing an Artificial Neural Network for the purpose of modeling the Australian All Ordinaries Index movement over a prediction horizon of 1 year. Network parameters such as network architectures, input data sizing and periodicity are considered in the development of the network. The evaluation criterion for the Neural Network output is the R Square Statistic. © Springer-Verlag Berlin Heidelberg 2003.
CITATION STYLE
Flitman, A., Barnes, M., & Kiat, D. T. T. (2003). Investigating neural network modeling decisions for the Australian All-Ordinaries Index. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2660, 930–939. https://doi.org/10.1007/3-540-44864-0_96
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