Designing a Novel Model for Stock Price Prediction Using an Integrated Multi-Stage Structure: The Case of the Bombay Stock Exchange
نویسندگان
چکیده
Stock price prediction is considered a strategic and challenging issue in the stock markets. Considering complexity of market data fluctuations, improvement effective approaches for crucial essential task. Therefore, this study, new model based on “Adaptive Neuro-Fuzzy Inference System (ANFIS), Particle Swarm Optimization (PSO) Genetic Algorithm (GA)” employed to predict accurately. ANFIS has been utilized trends more precisely. PSO executes towards developing vector, GA adjust decision vectors employing genetic operators. The top companies Bombay Exchange (BSE) from 2010 2020 are analyze functionality. Experimental outcomes demonstrated that average functionality our (77.62%) was achieved noticeably better than other methods. findings verified ANFIS-PSO-GA an efficient tool which can be applied different financial markets, especially market.
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ژورنال
عنوان ژورنال: The Australasian Accounting Business and Finance Journal
سال: 2022
ISSN: ['1834-2019', '1834-2000']
DOI: https://doi.org/10.14453/aabfj.v16i6.05