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
Link To Document