Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs
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چکیده
منابع مشابه
Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs
Volatility in stock markets has been extensively studied in the applied finance literature. In this paper, Artificial Neural Network models based on various back propagation algorithms have been constructed to predict volatility in the Indian stock market through volatility of NIFTY returns and volatility of gold returns. This model considers India VIX, CBOE VIX, volatility of crude oil returns...
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ژورنال
عنوان ژورنال: International Journal of Computer Applications
سال: 2015
ISSN: 0975-8887
DOI: 10.5120/21245-4034