Stock Market Prediction with various Technical Indicators using Neural Network Technique
Journal Title: International Journal for Research in Applied Science and Engineering Technology (IJRASET) - Year 2015, Vol 3, Issue 6
Abstract
Prediction of a financial market is more challenging due to non linearity and uncertainty of the system. Due to many drawbacks of traditional techniques for developing predictive model for stock market, intelligent techniques are widely used. This research work presents use of Artificial Neural Network (ANN) using various technical indicators suggested by researchers. The stock Index data with Open, High, Low and Close are used to extract features and then features are selected based on many existing rank based feature selection techniques and a new Index data with reduced feature subset is supplied to ANN for future value prediction. An empirical result show that feature extraction and then feature selection may play crucial role in terms of efficiency of the ANN model. Ten years historical daily Indian stock data were used for the experimental purpose from which a total of 16 features were extracted and then 7 features are selected for stock market prediction. The MAPE found with these seven features is 5.48.
Authors and Affiliations
Richa Handa, H. S. Hota, S. R. Tandan
Keywords
Related Articles
- EP ID EP20975
- DOI -
- Views 766
- Downloads 20
Multiband E-Shape Microstrip Patch Antenna
A new broad-band design of a microstrip line feed rectangular patch antenna with a pair of wide slits are proposed and experimentally studied. The proposed design with an FR4_epoxy substrate, and experimental results sh...
Crystal Growth, Functional, Thermal and Optical Characterizations of Pure and Cobalt Doped Calcium Oxalate Monohydrate Crystals by Single Diffusion Gel Method
calcium stones are most commonly occurring form of nephrolithiasis or urinary stones which is one of the oldest and common afflictions of humans. Of course the calcium oxalate is one of the principle components of urina...
Serum Vitamin D in Chronic Periodontitis
Background Vitamin D is a lipid soluble vitamin also called as sunshine vitamin as it is synthesized in skin by exposure to ultraviolet rays. It is mainly required for bone growth, calcium metabolism, cellular growth an...
Comparison of Shear Wall and Bracing in RCC Framed Structures
In past few years considerable emphasis has been given on performance based design for earthquake resistant structure. Therefore to increases the ductility of the structure a shear wall or a bracing system is introduced...
A Study on Different Services of Cloud Computing Environment
In the present era, everyone wants their data to be stored, managed & processed in a faster & secure manner efficiently. But, just storing the data in one personal computer is not enough & secure, What if the person is...