978-613-9-98231-8

Modeling the Stock Price Volatility

Using Asymmetry GARCH and Ann-Asymmetry GARCH Models

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Summary:

Modeling of the time series data is very essential for a dynamic world. The field of Statistics has become very applicable with the use of machine learning techniques when modeling both linear and non-linear time series data. Artificial Neural Network, a machine learning, has attracted an interest in the field of statistics by its ability to mimic the behavior of human beings in adapting to immediate environment. It has been used to develop its characteristics in the field of economy to model the Stock Price Volatility.

Author:

Henry Njagi

Biographie:

Mr. Henry Njagi holds a Master of Science in Applied Statistics, Bachelor of Science in Mathematics (Statistics) and Computer Science from Jomo Kenyatta University of Agriculture and Technology, Nairobi, Kenya. He has worked as an assistant Lecturer, academic project's supervisor and trainer in the field of Statistics.

Author:

Anthony Waititu

Biographie:

Author:

Anthony Wanjoya

Biographie:

Number of Pages:

92

Book language:

English

Published On:

2019-01-01

ISBN:

978-613-9-98231-8

Publishing House:

LAP LAMBERT Academic Publishing

Keywords:

Volatility, RMSE, artificial neural network, GARCH models

Product category:

BUSINESS & ECONOMICS / Careers