... and outputs to build a dynamic model. Step 5: evaluate the model accuracies and make conclusions. © Emerald Group Publishing Limited 2016 Emerald Group Publishing Limited Licensed re-use rights only GM(1,1) NGBM Time series forecasting UNBG_BPNN Unbiased GM(11) The time series...

..., the MAE, MAPE and MAD model comparison results clearly suggested that, the newly proposed nonlinear grey Bernoulli model (NGBM) is more appropriate than traditional ARIMA methods to forecast stock price indices under the non-stationary market conditions. Practical implications – Because...