Title :
An intelligent forecasting system of stock price using neural networks
Author :
Baba, N. ; Kozaki, Motokazu
Author_Institution :
Osaka Educ. Univ., Ikeda City, Japan
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;
Conference_Titel :
Neural Networks, 1992. IJCNN., International Joint Conference on
Conference_Location :
Baltimore, MD
Print_ISBN :
0-7803-0559-0
DOI :
10.1109/IJCNN.1992.287183
