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Volumn , Issue , 2007, Pages

Modeling chaotic behavior of Dhaka Stock Market Index values using the neuro-fuzzy model

Author keywords

ANFIS; Back propagation; Fuzzy sets and logics; Neural network; Stock market; Time series forecasting

Indexed keywords

BACKPROPAGATION; COMMERCE; COMPUTER NETWORKS; FORECASTING; FUZZY INFERENCE; INFORMATION TECHNOLOGY; INVENTORY CONTROL;

EID: 51549115647     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCITECHN.2007.4579362     Document Type: Conference Paper
Times cited : (15)

References (17)
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    • (2006) Journal of Emerging Market Finance , pp. 283-295
    • Dutta, G.1    Jha, P.2    Laha, A.K.3    Mohan, N.4
  • 7
    • 62649148279 scopus 로고    scopus 로고
    • Comparing ANN based models with ARIMA for prediction of Forex Rates
    • J. Kamruzzaman and R. A. Sarker, "Comparing ANN based models with ARIMA for prediction of Forex Rates", ASOR Bulletin, pp.1-10, 2003.
    • (2003) ASOR Bulletin , pp. 1-10
    • Kamruzzaman, J.1    Sarker, R.A.2
  • 9
    • 51549090102 scopus 로고    scopus 로고
    • Monetary conditions and core inflation: An application of neural networks
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    • P. Serju, "Monetary conditions and core inflation: An application of neural networks", Working Paper, Research Services Department, Bank of Jamaica, 2002.
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    • Serju, P.1
  • 11
    • 78651349951 scopus 로고    scopus 로고
    • Stock prices and exchange rates: Are they related? Evidence from South Asian countries
    • unpublished
    • N. Muhammad and A. Rasheed, "Stock prices and exchange rates: Are they related? Evidence from South Asian countries", unpublished.
    • Muhammad, N.1    Rasheed, A.2
  • 12
    • 70350611953 scopus 로고    scopus 로고
    • Market efficiency, time-varying volatility and equity returns in Bangladesh stock market
    • unpublished
    • M. K. Hasan, A. M. Islam and S. A. Bashar, "Market efficiency, time-varying volatility and equity returns in Bangladesh stock market", unpublished.
    • Hasan, M.K.1    Islam, A.M.2    Bashar, S.A.3
  • 14
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  • 16
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    • Estimation of aquifer transformability using krigine, artificial neural network and neurofuzzy models
    • M. Kholghl and S. M. Hosseini, "Estimation of aquifer transformability using krigine, artificial neural network and neurofuzzy models", Journal of Spatial Hydrology, pp. 68-81, 2006.
    • (2006) Journal of Spatial Hydrology , pp. 68-81
    • Kholghl, M.1    Hosseini, S.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.