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 :
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