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This paper seeks to implement and test a financial forecasting agent which employs time series, derived time series data, and news that are retrieved and extracted from the Web. This research focuses on the time series data of some individual stocks from the Indonesian Stock Exchange as well as the index data. The financial forecasting agent implemented is based on a Multilayer Neural Network trained...
Stock market analysis and prediction has been one of the widely studied and most interesting time series analysis problems till date. Many researchers have employed many different models, some of them are linear statistic based while some non linear regression, rule, ANN, GA and fuzzy logic based. In this paper we have proposed a novel model that tries to predict short term price fluctuation, using...
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