• 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