Stock Price Forecasting With neural Network Using a New Training Algorithm
Journal Title: Scholars Journal of Engineering and Technology - Year 2016, Vol 4, Issue 10
Abstract
Abstract:Publication of bond and stockthrough stock market, is a way in order to prepare the capital for investment. According to this fact that stock price is the first and important issue for an investor,evaluating and forecasting of the future price will be propounded. Artificial Neural Network (NN) is a way of stock price forecasting.High efficiency of NNsin forecasting and importance of forecastingin different fields, have caused researchers to search the ways of improving the strategies used for increase of the accuracy of forecasting by neural networks.Accuracy level of aNNgreatly depends on its weight and bias values. In a NN, weight and bias valuesdepend on the kind of training algorithm. In this article, theNN using for stock price forecastingis trained by a new metaheuristic training algorithm, namedbird mating optimizer (BMO). Effectiveness and efficiency of this algorithmis compared with NN trained by Genetic Algorithm (GA) algorithm based on the average, median and standard deviation of the Mean Square Error (MSE).The experimental results show that the BMO lends itself very well to forecast of stock price. Keywords:Learning neural network, BirdMatingOptimizer algorithm (BMO), Stock price forecasting.
Authors and Affiliations
Mehrnaz Piroozbakht, Majid Rostami
Keywords
Related Articles
- EP ID EP385882
- DOI -
- Views 94
- Downloads 0
Study on the Design and Present Situation of Walking Space of City Commercial Block in Daqing
First of all, the main commercial districts are investigated in Daqing City. The design contents of pedestrian space that include plane shape, space scale, building form, node space, side interface, environmental facilit...
Scrambled Audio Frequency Signal Transmission in a 3-slot STBC Scheme Based SC-FDMA Wireless Communication System
Space time block coding (STBC), an effective and efficient transmit diversity scheme implemented Multi-input multi-output (MIMO) wireless communication systems have well been accepted as robust and efficient to combat d...
Design and Implementation of A Knowledge-Based Typhoid Fever Diagnosis Expert Advisor Using Forward Chaining Inference Mechanism
Abstract:The medical field is experiencing setbacks, medical cases almost always seems to outnumber the number of medical experts required to attend to them. This in part is due to lack of qualified doctors to handle spe...
Effect of Applied Electric Field on Electronic Transitions in ZnO Quantum Well
In this paper, we numerically investigate the impact of an electric field variation on the inter subband transitions in ZnO/MgZnO quantum well within the effective mass approximation. By solving the coupled equations Sch...
Analysis on Influencing Factors of Service Outsourcing Industry in Langfang— Based on the grey relation theory
With the rapid development of economic globalization and information technology, the service outsourcing industry is developing vigorously, and the market competition of undertaking service outsourcing is becoming fierce...