An Improved Stock Price Prediction using Hybrid Market Indicators

Adebiyi, A. A. and Ayo, C. K. and Adebiyi, Marion and Otokiti, S.O. (2012) An Improved Stock Price Prediction using Hybrid Market Indicators. African Journal of Computing & ICT, 5 (5). pp. 124-135. ISSN 2006-1781

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Abstract

In this paper the effect of hybrid market indicators is examined for an improved stock price prediction. The hybrid market indicators consist of technical, fundamental and expert opinion variables as input to artificial neural networks model. The empirical results obtained with published stock data of Dell and Nokia obtained from New York Stock Exchange shows that the proposed model can be effective to improve accuracy of stock price prediction.

Item Type: Article
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Depositing User: Mr Uchechukwu F. Ekpendu
Date Deposited: 02 Jul 2021 10:45
Last Modified: 02 Jul 2021 10:45
URI: https://eprints.lmu.edu.ng/id/eprint/3150

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