Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)

We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) wh...

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Bibliographic Details
Main Authors:	Mah, Ching Cheng, Lim, Mui Leng, Liow, Chiew Teng
Other Authors:	Cheng, Philip Yim Kwong
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/8731
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Institution:	Nanyang Technological University

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record_format	dspace
spelling	sg-ntu-dr.10356-87312023-05-19T06:24:04Z Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model) Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng Cheng, Philip Yim Kwong Nanyang Business School DRNTU::Business::Finance::Equity We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) when the event occurs. With this information, an investor would be in a comparatively advantageous position to capture on the profitable opportunities. 2008-09-24T07:24:23Z 2008-09-24T07:24:23Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8731 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
description	We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) when the event occurs. With this information, an investor would be in a comparatively advantageous position to capture on the profitable opportunities.
author2	Cheng, Philip Yim Kwong
author_facet	Cheng, Philip Yim Kwong Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng
format	Final Year Project
author	Mah, Ching Cheng Lim, Mui Leng Liow, Chiew Teng
author_sort	Mah, Ching Cheng
title	Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
title_short	Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
title_full	Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
title_fullStr	Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
title_full_unstemmed	Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
title_sort	predicting the impact of anticipatory action on us stock market : an event study using anfis (a neural fuzzy model)
publishDate	2008
url	http://hdl.handle.net/10356/8731
_version_	1770565537309392896

Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)

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