DocumentCode
1818906
Title
An intelligent forecasting system of stock price using neural networks
Author
Baba, N. ; Kozaki, Motokazu
Author_Institution
Osaka Educ. Univ., Ikeda City, Japan
Volume
1
fYear
1992
fDate
7-11 Jun 1992
Firstpage
371
Abstract
A neural network system developed for forecasting stock prices in the Japanese market is presented. The hybrid algorithm, which combines the modified BP (backpropagation) method with the random optimization method, has been used for training the parameters in the neural network. It has been shown by several simulation results that this neural network system is quite helpful for making a good forecast of stock prices
Keywords
backpropagation; financial data processing; neural nets; stock markets; Japanese market; backpropagation; hybrid algorithm; intelligent forecasting system; neural networks; random optimization; stock price; Convergence; Gradient methods; Intelligent networks; Intelligent systems; Neural networks; Optimization methods; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 1992. IJCNN., International Joint Conference on
Conference_Location
Baltimore, MD
Print_ISBN
0-7803-0559-0
Type
conf
DOI
10.1109/IJCNN.1992.287183
Filename
287183
Link To Document