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Full-Text Articles in Business
Prediction Of Iraqi Stock Exchange Using Optimized Based-Neural Network, Ameer Al-Haq Al-Shamery, Prof. Dr. Eman Salih Al-Shamery
Prediction Of Iraqi Stock Exchange Using Optimized Based-Neural Network, Ameer Al-Haq Al-Shamery, Prof. Dr. Eman Salih Al-Shamery
Karbala International Journal of Modern Science
Stock market prediction is an interesting financial topic that has attracted the attention of researchers for the last years. This paper aims at improving the prediction of the Iraq-Stock-Exchange (ISX) using a developed method of feedforward Neural-Networks based on the Quasi-Newton optimization approach. The proposed method reduces the error factor depending on the Jacobian vector and Lagrange multiplier. This improvement has led to accelerating convergence during the learning process. A sample of companies listed on ISX was selected. This includes twenty-six banks for the years from 2010 to 2020. To evaluate the proposed model, the research findings are compared with …
Multi-Step-Ahead Exchange Rate Forecasting For South Asian Countries Using Multi-Verse Optimized Multiplicative Functional Link Neural Networks, Kishore Kumar Sahu, Sarat Chandra Nayak, Himansu Sekhar Behera
Multi-Step-Ahead Exchange Rate Forecasting For South Asian Countries Using Multi-Verse Optimized Multiplicative Functional Link Neural Networks, Kishore Kumar Sahu, Sarat Chandra Nayak, Himansu Sekhar Behera
Karbala International Journal of Modern Science
The dynamic nonlinearity approach, coupled with the exchange rate data series, makes its future predictions difficult. Sophisticated methods are highly desired for effective prediction of such data. Artificial neural networks (ANNs) have shown their ability to model and predict such data. This article presents a multi-verse optimizer (MVO) based multiplicative functional link neural network (MV-MFLN) model to forecast the exchange rate data. Functional link neural network (FLN) makes use of functional expansion for input data with a fewer number of adjustable neuron weights, which makes it capable of learning the uncertainties accompanying the exchange rate data. In contrast to the …