{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,6,1]],"date-time":"2022-06-01T20:11:43Z","timestamp":1654114303967},"reference-count":0,"publisher":"IGI Global","issue":"2","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2015,4,1]]},"abstract":"
The model building theories broadly categorize the stock index forecasting models into two broad categories: Based on statistical theory consisting models such as Stochastic Volatility model (SV) and General Autoregressive Conditional Heteroskedasticity (GARCH) whereas other one based on artificial intelligence based models, such as artificial neural network (ANN), the support vector machine (SVM) and technique used for optimization such as particle swarm optimization (PSO). In existing literature, many of the statistical models when compared with artificial neural network models were outperformed by these models. This paper analyses stock volatility using ANN models as Multilayer perceptron with back propagation model and Radial Basis function.<\/p>","DOI":"10.4018\/irmj.2015040103","type":"journal-article","created":{"date-parts":[[2015,5,13]],"date-time":"2015-05-13T13:20:41Z","timestamp":1431523241000},"page":"32-45","source":"Crossref","is-referenced-by-count":1,"title":["Analysis of Stock Volatility Clustering Using ANN"],"prefix":"10.4018","volume":"28","author":[{"given":"Manish","family":"Kumar","sequence":"first","affiliation":[{"name":"Indian Institute of Information Technology, Allahabad, India"}]},{"given":"Santanu","family":"Das","sequence":"additional","affiliation":[{"name":"International Management Institute, Bhubaneswar, India"}]},{"given":"Sneha","family":"Govil","sequence":"additional","affiliation":[{"name":"IBM, Allahabad, India"}]}],"member":"2432","container-title":["Information Resources Management Journal"],"original-title":[],"language":"ng","link":[{"URL":"https:\/\/www.igi-global.com\/viewtitle.aspx?TitleId=128773","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,6,1]],"date-time":"2022-06-01T19:38:28Z","timestamp":1654112308000},"score":1,"resource":{"primary":{"URL":"https:\/\/services.igi-global.com\/resolvedoi\/resolve.aspx?doi=10.4018\/IRMJ.2015040103"}},"subtitle":[""],"short-title":[],"issued":{"date-parts":[[2015,4,1]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2015,4]]}},"URL":"http:\/\/dx.doi.org\/10.4018\/irmj.2015040103","relation":{},"ISSN":["1040-1628","1533-7979"],"issn-type":[{"value":"1040-1628","type":"print"},{"value":"1533-7979","type":"electronic"}],"subject":["Library and Information Sciences","Strategy and Management","Business and International Management"],"published":{"date-parts":[[2015,4,1]]}}}