Forecasting Vietnamese stock index: A comparison of hierarchical ANFIS and LSTM

Forecasting stock index has been received great interest because an accurate prediction of stock index may yield benefits and profits for investors, economists and practitioners. The objective of this study is to develop two efficient forecasting models and compare their performances in one day-ahea...

Full description

Bibliographic Details
Main Authors: Quang Hung Do, Tran Van Trang
Format: Article
Language:English
Published: Growing Science 2020-01-01
Series:Decision Science Letters
Subjects:
Online Access:http://www.growingscience.com/dsl/Vol9/dsl_2019_29.pdf