Artificial neural network models for forcasting stock price index in Bombay Stock Exchange
dc.contributor.author | Jha, Pankaj | |
dc.contributor.author | Mohan, Neeraj | |
dc.contributor.author | Laha, Arnab Kumar | |
dc.contributor.author | Dutta, Goutam | |
dc.date.accessioned | 2010-04-03T09:56:56Z | |
dc.date.available | 2010-04-03T09:56:56Z | |
dc.date.copyright | 2005-10-01 | |
dc.date.issued | 2010-04-03T09:56:56Z | |
dc.identifier.uri | http://hdl.handle.net/11718/1917 | |
dc.description.abstract | In this paper we discuss modeeling of Indian stock market (prce index) data using ANN. we discuss the efficiency of ANN in modeling The Bombay Stock Exchange (BSE) SENSEX weekly closing values we develop two networks with three hiden layers for the purpose of this study which are denoted as ANN1 and ANN2. Both the neural networks are trained using data for 250 week starting january 1997. | en |
dc.language.iso | en | en |
dc.relation.ispartofseries | WP;2005/1906 | |
dc.subject | Artificial neural network models | en |
dc.subject | Bombay Stock Exchange | en |
dc.subject | stock price index | |
dc.title | Artificial neural network models for forcasting stock price index in Bombay Stock Exchange | en |
dc.type | Working Paper | en |
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