Abstract
Artificial Neural Network Model for prediction of time-series data is revisited on analysis of the Indonesian stock-exchange data. We introduce the use of Multi-Layer Perceptron to percept the modified Poincare map of the given financial time-series data. The modified Poincare map is believed to become the pattern of the data that transforms the data in time- t versus the data in time- t + 1 graphically. We built the Multi-Layer Perceptron to percept and demonstrate predicting of the data for specific stock-exchange in Indonesia.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Physica A: Statistical Mechanics and its Applications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
