Analysis of ARIMA-Artificial Neural Network Hybrid Model in Forecasting of Stock Market Returns
Yakubu Musa & Stephen Joshua · Asian Journal of Probability and Statistics · 2020
This study focuses on the modelling of Nigerian stock market all–shares index and evaluations of predictions ability using ARIMA, Artificial Neural Network and a hybrid ARIMA-Artificial Neural Network model. The ARIMA (1,1,1) model and neural network with architecture (6:1:3) tur...
Open access
Research Article
10.9734/ajpas/2020/v6i230157