Short Term Prediction Framework for Moroccan Stock Market Using Artificial Neural Networks

2018 ◽  
Author(s):  
Badre Labiad ◽  
Abdelaziz Berrado ◽  
Loubna Benabbou
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Stock Market ◽  
Short Term ◽  
Term Prediction ◽  
Artificial Neural ◽  
Short Term Prediction

scholarly journals The Use of Stochastic Models for Short-Term Prediction of Water Parameters of the Thesaurus Dam, River Nestos, Greece

Proceedings ◽  
2018 ◽  
Vol 2 (11) ◽  
pp. 634 ◽  
Author(s):  
Antonis Sentas ◽  
Lina Karamoutsou ◽  
Nikos Charizopoulos ◽  
Thomas Psilovikos ◽  
Aris Psilovikos ◽  
...  
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Stochastic Models ◽  
Prediction Models ◽  
Short Term ◽  
Predictive Capacity ◽  
Water Parameters ◽  
Term Prediction ◽  
Artificial Neural ◽  
Short Term Prediction

The scope of this paper is to evaluate the short-term predictive capacity of the stochastic models ARIMA, Transfer Function (TF) and Artificial Neural Networks for water parameters, specifically for 1, 2 and 3 steps forward (m = 1, 2 and 3). The comparison of statistical parameters indicated that ARIMA models could be proposed as short-term prediction models. In some cases that TF models resulted in better predictions, the difference with ARIMA was minimal and since the latter are simpler in their construction, they are proposed for short-term prediction. Artificial Neural Networks didn’t show a good short-term predictive capacity in comparison with the aforementioned models.

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