Modeling Chaotic Behavior of Chittagong Stock Indices
Joint Authors
Khodadad Khan, A. F. M.
Banik, Shipra
Anwer, Mohammed
Source
Applied Computational Intelligence and Soft Computing
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-08-08
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Information Technology and Computer Science
Abstract EN
Stock market prediction is an important area of financial forecasting, which attracts great interest to stock buyers and sellers, stock investors, policy makers, applied researchers, and many others who are involved in the capital market.
In this paper, a comparative study has been conducted to predict stock index values using soft computing models and time series model.
Paying attention to the applied econometric noises because our considered series are time series, we predict Chittagong stock indices for the period from January 1, 2005 to May 5, 2011.
We have used well-known models such as, the genetic algorithm (GA) model and the adaptive network fuzzy integrated system (ANFIS) model as soft computing forecasting models.
Very widely used forecasting models in applied time series econometrics, namely, the generalized autoregressive conditional heteroscedastic (GARCH) model is considered as time series model.
Our findings have revealed that the use of soft computing models is more successful than the considered time series model.
American Psychological Association (APA)
Banik, Shipra& Anwer, Mohammed& Khodadad Khan, A. F. M.. 2012. Modeling Chaotic Behavior of Chittagong Stock Indices. Applied Computational Intelligence and Soft Computing،Vol. 2012, no. 2012, pp.1-7.
https://search.emarefa.net/detail/BIM-469993
Modern Language Association (MLA)
Banik, Shipra…[et al.]. Modeling Chaotic Behavior of Chittagong Stock Indices. Applied Computational Intelligence and Soft Computing No. 2012 (2012), pp.1-7.
https://search.emarefa.net/detail/BIM-469993
American Medical Association (AMA)
Banik, Shipra& Anwer, Mohammed& Khodadad Khan, A. F. M.. Modeling Chaotic Behavior of Chittagong Stock Indices. Applied Computational Intelligence and Soft Computing. 2012. Vol. 2012, no. 2012, pp.1-7.
https://search.emarefa.net/detail/BIM-469993
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-469993