The use of artificial neural network and multiple linear regressions for stock market forecasting

Authors

  • Abdu Masanawa Sagir Universiti Sains Malaysia
  • Saratha Sathasivan Universiti Sains Malaysia

DOI:

https://doi.org/10.11113/matematika.v33.n1.956

Abstract

In the recent economic crises, one of the precise uniqueness that all stock markets have in common is the uncertainty. An attempt was made to forecast future index of the Malaysia Stock Exchange Market using artificial neural network (ANN) model and a traditional forecasting tool – Multiple Linear Regressions (MLR). This paper starts with a brief introduction of stock exchange of Malaysia, an overview of artificial neural network and machine learning models used for prediction. System design and data normalization using MINITAB software were described. Training algorithm, MLR Model and network parameter models were presented. Best training graphs showing the training, validation, test and all regression values were analyzed.

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Published

2017-09-20

How to Cite

Sagir, A. M., & Sathasivan, S. (2017). The use of artificial neural network and multiple linear regressions for stock market forecasting. MATEMATIKA: Malaysian Journal of Industrial and Applied Mathematics, 33(1), 1–10. https://doi.org/10.11113/matematika.v33.n1.956

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Section

Articles