Purpose The purpose of this paper is to predict the daily accuracy improvement for the Jakarta Islamic Index (JKII) prices using deep learning (DL) with small and big data of symmetric volatility information. Design/methodology/approach This paper uses the nonlinear autoregressive exogenous...

Machine Learning algorithms, such as the artificial neural networks, are acknowledged to outperform several econometric procedures in predictions. Machine learning becomes popular for doing operations that practically require more efficiency and accuracy, derived basically from the algorithm's...