Forecasting of stock market indices using artificial neural network

Author: chenia Date of post: 20.06.2017

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Please refer to this blog post for more information. Forecasting stock exchange rates is an important financial problem that is receiving increasing attention.

During the last few years, a number of neural network models and hybrid models have been proposed for obtaining accurate prediction results, in an attempt to outperform the traditional linear and nonlinear approaches.

This paper evaluates the effectiveness of neural network models which are known to be dynamic and effective in stock-market predictions. The models analysed are multi-layer perceptron MLPdynamic artificial neural network DAN2 and the hybrid neural networks which use generalized autoregressive conditional heteroscedasticity GARCH to extract new input variables.

The comparison for each model is done in two view forecasting of stock market indices using artificial neural network Mean Square Wow how to make money with tailoring MSE and Mean Absolute Deviate MAD using real exchange daily rate values of NASDAQ Stock Exchange index. Journals Books Register Sign in Sign in using your ScienceDirect credentials Username.

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Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model

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forecasting of stock market indices using artificial neural network

JavaScript is disabled on your browser. Please enable JavaScript to use all the scottrade stock margin account on this page. Expert Systems with Applications Volume 38, Issue 8AugustPages Using artificial neural network models in stock market index prediction.

Author links open the author workspace. Numbers and letters correspond to the affiliation list. Click to expose these in author workspace Gulgun Kayakutlu.

Opens the author workspace Opens the author workspace a. Click to expose these in author workspace Tugrul U. Click to expose these in author workspace a Istanbul Technical University, Istanbul, Turkey b Portland State University, Portland OR, USA.

Stock market prediction by using artificial neural network - IEEE Xplore Document

Abstract Forecasting stock exchange rates is an important financial problem that is receiving increasing attention. Keywords Financial time series FTS prediction.