Artificial Neural Networks & Mathematical Models – A Comparison Study for Stock Market Volatility
نویسنده
چکیده
The present study emphasizes on a comparison study among the Mathematical modelsGARCH, Parkinson, Roger Sactchell & Artificial Neural Network models for calculating the volatilities of NSE & BSE. The performance of data exhibits that, there is no significant difference in the volatilities of Nifty & Sensex estimated under the Mathematical models & ANN models. Hence ANN model can be used more than others for calculating volatilities due to its robustness & fault tolerance characteristics.
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