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

• 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
• Institution: Nanyang Technological University

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...