Stock price forecasting models with lower Mean Squared Error (MSE) are more “welcome" than those who have higher MSE. However, this “welcome" may disappear when lower MSE leads to an unexpected loss whereas higher MSE leads to a positive profit in a practical investment. The reason is that MSE aims to evaluate models in the view of “accuracy", which has nothing to do with profit. We therefore p...

The use of intelligent systems for stock market predictions has been widely established. This paper deals with the application of hybridized soft computing techniques for automated stock market forecasting and trend analysis. We make use of a neural network for one day ahead stock forecasting and a neuro-fuzzy system for analyzing the trend of the predicted stock values. To demonstrate the prop...

Modelling and forecasting volatility of a financial time series has been significant area research in recent years, owing to the fact that is regarded as an essential notion many economic applications. Because not directly observable, analysts are especially eager obtain accurate estimation this conditional variance process. As result, number models have developed specifically suited estimate i...

This study investigates the algorithm of effective option trading strategy based on the superior volatility forecasts using actual option price data in Taiwan stock market. Forecast evaluation supports the significant incremental explanatory power of investor sentiments on the fitting and forecasting of future volatility to its adversarial multiple-factor model, especially the market turnover a...

Financial forecasting is an example of a signal processing problem w hich is challenging due to Small sizes, high noise, nonstationarity, and non-linearity,but fast forecasting of stock market price is very important for strategic business planning.Present study is aimed to develop a comparative predictive model w ith Feedforward Multilayer Artif icial Neural Netw ork & Recurrent Time Delay Neu...

The Ceylon Journal of Science is a peer-reviewed journal published quarterly by the University Peradeniya, Sri Lanka in March, June, September and December. It aimed at publishing high quality research articles on topics related to different disciplines Science. accepts original articles, book reviews, reviews mini-reviews, short communications, opinions, notes, commentaries notes. strictly adh...