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

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 (Unpublished)

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Abstract

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

Item Type: Conference or Workshop Item (Speech)
Uncontrolled Keywords: Artificial neural network; Stock price forecasting
Subjects: Q Science > QA Mathematics > QA76 Computer software
Faculty/Division: Faculty of Computer System And Software Engineering
Depositing User: Mr. Soleh Ardiansyah
Date Deposited: 25 Mar 2014 03:08
Last Modified: 21 May 2018 01:49
URI: http://umpir.ump.edu.my/id/eprint/5189
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