Stock Market Prediction with various Technical Indicators using Neural Network Technique

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

Smart Grid Management Using Big Data In Cloud

Smart grid is a technological innovation that improves efficiency, reliability, and sustainability of electricity services. The main challenges of smart grids are how to manage different types of front-end intelligent d...

Data Mining Techniques to Find Out Heart Diseases: An Overview

Heart disease is a major cause of morbidity and mortality in modern society. Medical diagnosis is extremely important but complicated task that should be performed accurately and efficiently. Although significant progre...

Optimized Data Rate Using Destructive Interference Technique for Tiered Networks

Our project deals with uplink interference management system using interference alignment technique. Uplink interference generated by macro cell users will be mitigated by providing proper coordination of macro cell use...

Thermophoresis Effect on MHD Mass Transfer Flow Past a Vertical Porous Plate Embedded in a Porous Medium in a Slip Flow Regime with Thermal Radiation and Chemical Reaction

Thermophoresis effect on MHD mass transfer flow past a vertical porous plate embedded in a porous medium in a Slip Flow Regime with Thermal Radiation and Chemical Reaction is investigated. The analytical solutions of mo...

Enhancement of educational system using data mining techniques

In this paper we will discuss about the problem that are faced by education institutions. One of the biggest challenges that education faces today is predicting the right path of students. Institutions would like to kno...

Download PDF file
  • EP ID EP20975
  • DOI -
  • Views 775
  • Downloads 20

How To Cite

Richa Handa, H. S. Hota, S. R. Tandan (2015). Stock Market Prediction with various Technical Indicators using Neural Network Technique. International Journal for Research in Applied Science and Engineering Technology (IJRASET), 3(6), -. https://europub.co.uk/articles/-A-20975