Proceedings of the 2021 5th International Conference on Electronic Information Technology and Computer Engineering, Год журнала: 2024, Номер unknown, С. 1260 - 1266
Опубликована: Окт. 18, 2024
Язык: Английский
Proceedings of the 2021 5th International Conference on Electronic Information Technology and Computer Engineering, Год журнала: 2024, Номер unknown, С. 1260 - 1266
Опубликована: Окт. 18, 2024
Язык: Английский
Mathematical Modeling and Computing, Год журнала: 2025, Номер 12(1), С. 176 - 186
Опубликована: Янв. 1, 2025
It is no doubt challenging to forecast the stock market accurately in reality due ever-changing market. Ever since Artificial Neural Networks (ANNs) have been recognized as universal approximators, they are extensively used forecasting albeit not having a systematic approach identifying optimal input. The appropriate number of significant lags time series corresponds input forecasting. Hence, this study aims compare effect several approaches determining lag for ANNs prior forecasting, based on autocorrelation function, partial Box–Jenkins model and forward selection. performances were compared with benchmark models, namely naïve terms error magnitudes trend change error. In study, all found outperform models such that neural network trained selected from selection 1 31 (ANN4) best it achieved highest accuracy lowest mean absolute percentage Contrary expectations, performed poorly series. different inputs viable quantitative yet more research required better understand other measurements improve performance
Язык: Английский
Процитировано
0Applied Energy, Год журнала: 2025, Номер 388, С. 125643 - 125643
Опубликована: Март 19, 2025
Язык: Английский
Процитировано
0Environmental Science and Pollution Research, Год журнала: 2025, Номер unknown
Опубликована: Май 7, 2025
Язык: Английский
Процитировано
0Stochastic Environmental Research and Risk Assessment, Год журнала: 2024, Номер unknown
Опубликована: Дек. 11, 2024
Язык: Английский
Процитировано
0Proceedings of the 2021 5th International Conference on Electronic Information Technology and Computer Engineering, Год журнала: 2024, Номер unknown, С. 1260 - 1266
Опубликована: Окт. 18, 2024
Язык: Английский
Процитировано
0