Predictive time series analysis of stock prices using neural network classifier
Journal Title: International Journal of Computer Science & Engineering Technology - Year 2014, Vol 5, Issue 3
Abstract
The work pertains to developing financial forecasting systems which can be used for performing an in-depth analysis of the stocks prices, downloading/importing data from the various locations and analyzing that data and producing charts to determine statistical trends. There on it describes to perform a time series predictive analysis of the stocks data that we have and plot the various opening and closing prices of the stocks and then convert it to time series data so that we can proceed and perform a time series predictive analysis thereby predicting the h-days closing prices of a certain stock using the neural networks classification algorithm. The implementation is done using the open source software R & WEKA thereby aiming to reduce the analytics cost for any organization.
Authors and Affiliations
Abhinav Pathak
Keywords
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