Model neural network proses nonlinear autoregressive data finansial Studi kasus : data indeks harga saham gabungan bursa efek Surabaya = Neural Network Models for Nonlinear Autoregressive Process at Financial Data ...
This paper discussed about the neural network models at nonlinear autoregressive process which is applied in the Composite Stock Price Index data at Surabaya Stock Exchange. One of the problem in fitting NN models is that an NN models which fits well may give poor out-of-sample forecasts. Thus we th...
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| Format: | Article NonPeerReviewed |
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[Yogyakarta] : Universitas Gadjah Mada
2005
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| Online Access: | https://repository.ugm.ac.id/17493/ http://i-lib.ugm.ac.id/jurnal/download.php?dataId=251 |
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| Institution: | Universitas Gadjah Mada |