Performance comparison of neural networks (mlp, rbfnn, ernn, jrnn) models for stock prices forecasting to bank of palestine
Joint Authors
Tilabani, Shadi I.
Abu al-Husayn, Anwar A.
Source
Muthanna Journal of Administrative and Economic Sciences
Issue
Vol. 11, Issue 1 (31 Mar. 2021), pp.8-28, 21 p.
Publisher
Al-Muthanna University Administration and Economics College
Publication Date
2021-03-31
Country of Publication
Iraq
No. of Pages
21
Main Subjects
Business Administration
Economy and Commerce
Topics
Abstract 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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Notes
-
Record ID
BIM-1270906
