A Causal Time-Series Model Based on Multilayer Perceptron Regression for Forecasting Taiwan Stock Index

Stock forecasting technology is always a popular research topic because accurate forecasts allow profitable investments and social change. We postulate, based on past research, three major drawbacks for using time series in forecasting stock prices as follows: (1) a simple time-series model provides insufficient explanations for inner and external interactions of the stock market; (2) the variables of a time series behave in strict stationarity,...