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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Main Authors: | Mah, Ching Cheng, Lim, Mui Leng, Liow, Chiew Teng |
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其他作者: | Cheng, Philip Yim Kwong |
格式: | Final Year Project |
出版: |
2008
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主題: | |
在線閱讀: | http://hdl.handle.net/10356/8731 |
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機構: | Nanyang Technological University |
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