DocumentCode
3100704
Title
Forecasting stock prices using financial data mining and Neural Network
Author
Omidi, Amir ; Nourani, Esmaeil ; Jalili, Mehdi
Author_Institution
Dept. of Comput. Eng., Islamic Azad Univ., Makoo, Iran
Volume
3
fYear
2011
fDate
11-13 March 2011
Firstpage
242
Lastpage
246
Abstract
The goal of this project is thus to experiment with ANNs and to evaluate performance of ANN models in studying stock price patterns in time by attempting to predict future results of a time-series by simply studying patterns in the time-series of stock prices. In this project we have instantiated the proposed Neural Network using the stock prices of Iran Tractor Manufacturing Company during two years and the results of implementation is shown by proper diagrams. As a result we have shown more usability of data mining in decision making of stock market by selecting appropriate architecture to the Neural Network and preparing input data using required and relevant techniques and finally training the network using Back Propagation algorithm.
Keywords
backpropagation; data mining; decision making; economic forecasting; neural nets; stock markets; time series; Iran tractor manufacturing company; back propagation algorithm; decision making; financial data mining; neural network; stock prices forecasting; time series; Artificial neural networks; Biological neural networks; Data mining; Stock markets; Time series analysis; Topology; Training; ANN; Data Mining; Forcasting; Time Series; Training;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Research and Development (ICCRD), 2011 3rd International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-61284-839-6
Type
conf
DOI
10.1109/ICCRD.2011.5764290
Filename
5764290
Link To Document