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:
Online Access:http://hdl.handle.net/10356/8731
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Institution: Nanyang Technological University