فعالية التنبؤ بمؤشر بورصة فلسطين باستخدام نموذج الشبكات العصبية الاصطناعية : مقارنة بنموذج الانحدار الذاتي

الملخص EN

This study aimed atpredicting Al-Quds Index of Palestine Exchange (PEX) using Artificial Neural Network (ANN) in comparison with Autoregressive model (AR).

To do so, daily data database is used covering the period from 3/1/2010 until 28/2/2018.

The main finding of this study is that ANN model has better forecasting performance than AR model.

Therefore, the study recommended using ANN to forecast Al-Quds Index of Palestine Stock Exchange