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 ...

• 主要作者: Perpustakaan UGM, i-lib
• 格式: Article NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2005
• 主題: Jurnal i-lib UGM
• 在線閱讀: https://repository.ugm.ac.id/17493/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=251
• 機構: Universitas Gadjah Mada

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...