Performance comparison of neural networks (mlp, rbfnn, ernn, jrnn)‎ models for stock prices forecasting to bank of palestine

المؤلفون المشاركون

Tilabani, Shadi I.
Abu al-Husayn, Anwar A.

المصدر

Muthanna Journal of Administrative and Economic Sciences

العدد

المجلد 11، العدد 1 (31 مارس/آذار 2021)، ص ص. 8-28، 21ص.

الناشر

جامعة المثنى كلية الإدارة و الاقتصاد

تاريخ النشر

2021-03-31

دولة النشر

العراق

عدد الصفحات

21

التخصصات الرئيسية

إدارة الأعمال
الاقتصاد و التجارة

الموضوعات

الملخص EN

This study aimed to Performance Comparison of Neural Networks (MLP, RBFNN, ERNN, JRNN) Models for the time series data of a monthly Stock Prices to Bank of Palestine from Nov.

2005 to Oct.

2020, and comparing between models to see which one is better in forecasting.

The results of applying the methods were compared through the (MAPE, MAE, RMSE), the most accurate model is ERNN 14-25-1 with minimum forecast measure This study aimed to Performance Comparison of Neural Networks (MLP, RBFNN, ERNN, JRNN) Models for the time series data of a monthly Stock Prices to Bank of Palestine from Nov.

2005 to Oct.

2020, and comparing between models to see which one is better in forecasting.

The results of applying the methods were compared through the (MAPE, MAE, RMSE), the most accurate model is ERNN 14-25-1 with minimum forecast measure error.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Tilabani, Shadi I.& Abu al-Husayn, Anwar A.. 2021. Performance comparison of neural networks (mlp, rbfnn, ernn, jrnn) models for stock prices forecasting to bank of palestine. Muthanna Journal of Administrative and Economic Sciences،Vol. 11, no. 1, pp.8-28.
https://search.emarefa.net/detail/BIM-1270906

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Tilabani, Shadi I.& Abu al-Husayn, Anwar A.. Performance comparison of neural networks (mlp, rbfnn, ernn, jrnn) models for stock prices forecasting to bank of palestine. Muthanna Journal of Administrative and Economic Sciences Vol. 11, no. 1 (2021), pp.8-28.
https://search.emarefa.net/detail/BIM-1270906

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Tilabani, Shadi I.& Abu al-Husayn, Anwar A.. Performance comparison of neural networks (mlp, rbfnn, ernn, jrnn) models for stock prices forecasting to bank of palestine. Muthanna Journal of Administrative and Economic Sciences. 2021. Vol. 11, no. 1, pp.8-28.
https://search.emarefa.net/detail/BIM-1270906

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

-

رقم السجل

BIM-1270906