Wavelet methods and artificial neural networks are incorporated to examine the forecasting performance of the daily closing price of the Microsoft stock, NASDAQ:MSFT. An experimental analysis is performed to demonstrate improved performance of the wavelet neural network. Results in this study suggest that for these neurowavelet models a long history with a short training is ideal for stock prediction. This model could be used by investors, financial managers, or others to enhance their ability to select desired stocks.
|Number of pages||14|
|Journal||Proceedings of the Asian Technology Conference in Mathematics|
|State||Published - 2021|
|Event||26th Asian Technology Conference in Mathematics, ATCM 2021 - Virtual, Online|
Duration: Dec 13 2021 → Dec 15 2021