Forecasting refers to the process of predicting future trends by lying on data from the past. An error in forecasting can lead to significant business losses especially in banking industry where decisions are taken in a highly volatile and uncertain environment due to the dynamic changes in...

This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index prediction. The data from Nigerian Stock Exchange (NSE) market are applied as a case study. Based on the rescaled range analysis, the neural network was used to capture the...

This paper aims to focus on the comparison of the artificial neural network model and logistic regression model in the prediction of companies' bankruptcy in Tehran stock exchange (TSE) in 3, 2 and 1 year in advance. This study exercises an analytic-mathematical approach which has been utilized...