• DocumentCode
    2267841
  • Title

    Short-term stock price prediction using MLP in moving simulation mode

  • Author

    Turchenko, Volodymyr ; Beraldi, Patrizia ; De Simone, Francesco ; Grandinetti, Lucio

  • Author_Institution
    Res. Inst. of Intell. Comput. Syst., Ternopil Nat. Econ. Univ., Ternopil, Ukraine
  • Volume
    2
  • fYear
    2011
  • fDate
    15-17 Sept. 2011
  • Firstpage
    666
  • Lastpage
    671
  • Abstract
    The features of a short-term prediction of a stock price using a multi-layer perceptron in a moving simulation application mode are considered in this paper. The input data for the short-term prediction mode are analyzed. The architecture of the predicting model is developed. The simulation modeling results show a high accuracy of the prediction on the historical stock prices of Fiat company.
  • Keywords
    multilayer perceptrons; pricing; share prices; stock markets; Fiat company; moving simulation application mode; multilayer perceptron; short-term stock price prediction; Artificial neural networks; Data models; Neurons; Predictive models; Stock markets; Testing; Training; Stock prices; multi-layer perceptron; prediction;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Data Acquisition and Advanced Computing Systems (IDAACS), 2011 IEEE 6th International Conference on
  • Conference_Location
    Prague
  • Print_ISBN
    978-1-4577-1426-9
  • Type

    conf

  • DOI
    10.1109/IDAACS.2011.6072853
  • Filename
    6072853
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2267841