Stock composite prediction using nonlinear autoregression with exogenous input (NARX)
C Primasiwi, R Sarno, KR Sungkono… - … on information & …, 2019 - ieeexplore.ieee.org
The stock composite cost is utilized as a marker to tell the presentation of the recorded open
organizations. The past stock costs in the financial exchange can be utilized for anticipating …
organizations. The past stock costs in the financial exchange can be utilized for anticipating …
Time series financial market forecasting based on support vector regression algorithm
The financial market traders must be able to make accurate prediction. This is due to the
very dynamic and fast-moving market conditions. Recently the use of machine learning in …
very dynamic and fast-moving market conditions. Recently the use of machine learning in …