Neural network models with different input: An application on stock market forecasting
It is no doubt challenging to forecast the stock market accurately in reality due to the ever-changing market. Ever since Artificial Neural Networks (ANNs) have been recognized as universal approximators, they are extensively used in forecasting albeit not having a systematic approach in identifying optimal input. The appropriate number of significant lags of a time series corresponds to the optimal input in time series forecasting. Hence, this study aims to compare the effect of several approaches in determining the input lag for ANNs prior to stock market forecasti