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Intervention Analysis and Machine Learning to Evaluate the Impact of COVID-19 on Stock Prices
2021
Inferensi
⎯ The purpose of this study is to evaluate the impact of the COVID-19 outbreak on composite and individual stock prices in China, the USA, South Korea, and Indonesia by using an intervention model and comparing the results of its predictions with a machine learning model, i.e. neural network (NN) and deep learning neural network (DLNN). This intervention model can be used not only to find out the magnitude of the effect of COVID-19 on the stock price, but also the period of the effect. The
doi:10.12962/j27213862.v4i1.8626
fatcat:lge5aleslvaz3k3utxxxrdnd4m