The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index

The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index

Stock forecasting has become an issue of interest in financial market. There are many prediction techniques have been reported in stock prediction. Artificial Neural Networks are viewed as one of the more suitable technique for prediction model. In this paper, an experiment on the forecasting of the...

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Main Authors: Ardiansyah, Soleh, Mazlina, Abdul Majid, Jasni, Mohamad Zain
Format: Conference or Workshop Item
Language:English
Published: 2013
Subjects:
QA76 Computer software
Online Access:http://umpir.ump.edu.my/id/eprint/5189/
http://umpir.ump.edu.my/id/eprint/5189/1/ICSECS-2013_Ardiansyah_Soleh.pdf
id ump-5189
recordtype eprints
spelling ump-51892018-05-21T01:49:53Z http://umpir.ump.edu.my/id/eprint/5189/ The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain QA76 Computer software Stock forecasting has become an issue of interest in financial market. There are many prediction techniques have been reported in stock prediction. Artificial Neural Networks are viewed as one of the more suitable technique for prediction model. In this paper, an experiment on the forecasting of the FTSE Bursa Malaysia Stock Index was conducted to investigate the influence of neural network’s architecture on prediction performance by using multilayer perceptron with Levenberg Marquardt training algorithm. The result show FTSE8 and FTSE9 model achieves closer prediction of the actual value than other models 2013-08-20 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/5189/1/ICSECS-2013_Ardiansyah_Soleh.pdf Ardiansyah, Soleh and Mazlina, Abdul Majid and Jasni, Mohamad Zain (2013) The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index. In: 3rd International Conference on Software Engineering & Computer Systems (ICSECS 2013) , 20-22 August 2013 , Kuantan, Pahang. pp. 1-9.. (Unpublished)
repository_type Digital Repository
institution_category Local University
institution Universiti Malaysia Pahang
building UMP Institutional Repository
collection Online Access
language English
topic QA76 Computer software
spellingShingle QA76 Computer software
Ardiansyah, Soleh
Mazlina, Abdul Majid
Jasni, Mohamad Zain
The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
description Stock forecasting has become an issue of interest in financial market. There are many prediction techniques have been reported in stock prediction. Artificial Neural Networks are viewed as one of the more suitable technique for prediction model. In this paper, an experiment on the forecasting of the FTSE Bursa Malaysia Stock Index was conducted to investigate the influence of neural network’s architecture on prediction performance by using multilayer perceptron with Levenberg Marquardt training algorithm. The result show FTSE8 and FTSE9 model achieves closer prediction of the actual value than other models
format Conference or Workshop Item
author Ardiansyah, Soleh
Mazlina, Abdul Majid
Jasni, Mohamad Zain
author_facet Ardiansyah, Soleh
Mazlina, Abdul Majid
Jasni, Mohamad Zain
author_sort Ardiansyah, Soleh
title The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
title_short The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
title_full The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
title_fullStr The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
title_full_unstemmed The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
title_sort use of artificial neural network for forecasting of ftse bursa malaysia klci stock price index
publishDate 2013
url http://umpir.ump.edu.my/id/eprint/5189/
http://umpir.ump.edu.my/id/eprint/5189/1/ICSECS-2013_Ardiansyah_Soleh.pdf
first_indexed 2023-09-18T22:00:26Z
last_indexed 2023-09-18T22:00:26Z
_version_ 1777414361577422848

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