An enhanced ELMAN-NARX hybrid model for FTSE Bursa Malaysia KLCI index forecasting

• Main Authors: Abdulkadir, S.J., Yong, S.-P., Alhussian, H.
• Format: Conference or Workshop Item
• Published: Institute of Electrical and Electronics Engineers Inc. 2016
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-85010407991&doi=10.1109%2fICCOINS.2016.7783232&partnerID=40&md5=174f1f45874b42cf252b8ddf804d0bed; http://eprints.utp.edu.my/30497/
• Institution: Universiti Teknologi Petronas

The FTSE Bursa Malaysia KLCI index is a form of capitalized trading index that is made up of over thirty trading companies in Malaysia. These type of time series data is classified as highly chaotic due to the nature and occurrence of trend and seasonality within trading patterns, hence making the a...