Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8731
Title: Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)
Authors: Mah, Ching Cheng
Lim, Mui Leng
Liow, Chiew Teng
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2003
Abstract: We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) when the event occurs. With this information, an investor would be in a comparatively advantageous position to capture on the profitable opportunities.
URI: http://hdl.handle.net/10356/8731
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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