神经网络(MLP、RBFNN、ERNN、JRNN)模型在巴勒斯坦银行股价预测中的性能比较

Shady I. Altelbany, Anwar A. Abualhussein
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引用次数: 2

摘要

本研究旨在比较神经网络(MLP、RBFNN、ERNN、JRNN)模型对2005年11月至2020年10月巴勒斯坦银行每月股票价格的时间序列数据的性能,并比较模型之间的预测效果。通过(MAPE、MAE、RMSE)对应用方法的结果进行比较,预测精度最高的模型是ERNN 14-25-1,预报测量误差最小。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Performance Comparison of Neural Networks (MLP, RBFNN, ERNN, JRNN) Models for Stock Prices Forecasting to Bank of Palestine
This study aimed to Performance Comparison of Neural Networks (MLP, RBFNN, ERNN, JRNN) Models for the time series data of a monthly Stock Prices to Bank of Palestine from Nov. 2005 to Oct. 2020, and comparing between models to see which one is better in forecasting. The results of applying the methods were compared through the (MAPE, MAE, RMSE), the most accurate model is ERNN 14-25-1 with minimum forecast measure error.
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