Paper Title :Artificial Neural Network (ANN) Based Prediction of Stock Closing Price in NSE of India
Author :G. G. Rajput, Bhagwat H. Kaulwar
Article Citation :G. G. Rajput ,Bhagwat H. Kaulwar ,
(2017 ) " Artificial Neural Network (ANN) Based Prediction of Stock Closing Price in NSE of India " ,
International Journal of Soft Computing And Artificial Intelligence (IJSCAI) ,
pp. 63-70,
Volume-5,Issue-1
Abstract : The profitability of investing and trading in stock market to a large extent depends on predictability. It is of
utmost need to develop a system which can consistently predict trends of the dynamic stock market to help investors in
decision making. Artificial Neural Network (ANN) is a popular way to identify unknown and hidden patterns in data which
is suitable for share market prediction. NARX network, a special class of ANN, can be designed for every company
registered at BSE/NSE to predict share prices and thereby help investors in decision making. In this paper, we introduce a
method using Multilayer Feed-Forward NARX network to predict closing price of a share listed in NSE, in particular for
SBI. NARX network has been trained using stock data of SBI, encompassing trading days from 02nd January 2012 to 31st
December 2012 and prediction level has been discussed for year 2013.
Keywords - Artificial Neural Network (ANN), Nonlinear Autoregressive with External Input (NARX), stock price
prediction, technical analysis, Gradient descent adaptive back-propagation (GDA)
Type : Research paper
Published : Volume-5,Issue-1
DOIONLINE NO - IJSCAI-IRAJ-DOIONLINE-8277
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Copyright: © Institute of Research and Journals
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Published on 2017-07-27 |
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