• DocumentCode
    2313750
  • Title

    Comparisons of Stock Rates Prediction Accuracy Using Different Technical Indicators with Backpropagation Neural Network and Genetic Algorithm Based Backpropagation Neural Network

  • Author

    Khan, Anwar Ulla ; Bandopadhyaya, T.K. ; Sharma, Sudhir

  • Author_Institution
    Dept. of Comput. Sc. & Eng., All Saints´´ Coll. of Technol., Bhopal
  • fYear
    2008
  • fDate
    16-18 July 2008
  • Firstpage
    575
  • Lastpage
    580
  • Abstract
    A challenging and daunting task is to find out which is more effective and accurate method for stock rate prediction so that a buy or sell signal can be generated for given stocks. This paper presents a number of technical indicators, back propagation neural network and genetic based backpropagation neural network to predict the stock price of the day. Stock rate prediction accuracy of different technical indicators, backpropagation neural network and genetic algorithm based backpropagation neural network has been compared. The results showed that the genetic algorithm based backpropagation neural network predict stock price more accurately as compared to other techniques.
  • Keywords
    backpropagation; genetic algorithms; neural nets; pricing; stock markets; backpropagation neural network; genetic algorithm; stock rate prediction accuracy; technical indicator; Accuracy; Backpropagation; Data security; Genetic algorithms; Information analysis; Investments; Neural networks; Performance analysis; Performance evaluation; Testing; Backpropagation Neural Network; Genetic Algorithm Based Backpropagation Neural Network; MACD; Moving Average;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Emerging Trends in Engineering and Technology, 2008. ICETET '08. First International Conference on
  • Conference_Location
    Nagpur, Maharashtra
  • Print_ISBN
    978-0-7695-3267-7
  • Electronic_ISBN
    978-0-7695-3267-7
  • Type

    conf

  • DOI
    10.1109/ICETET.2008.59
  • Filename
    4579966