Comparative study of Financial Time Series Prediction by Artificial Neural Network with Gradient Descent Learning

11/21/2011
by   Arka Ghosh, et al.
0

Financial forecasting is an example of a signal processing problem which is challenging due to Small sample sizes, high noise, non-stationarity, and non-linearity,but fast forecasting of stock market price is very important for strategic business planning.Present study is aimed to develop a comparative predictive model with Feedforward Multilayer Artificial Neural Network & Recurrent Time Delay Neural Network for the Financial Timeseries Prediction.This study is developed with the help of historical stockprice dataset made available by GoogleFinance.To develop this prediction model Backpropagation method with Gradient Descent learning has been implemented.Finally the Neural Net, learned with said algorithm is found to be skillful predictor for non-stationary noisy Financial Timeseries.

READ FULL TEXT

page 1

page 4

research
09/01/2021

Bilinear Input Normalization for Neural Networks in Financial Forecasting

Data normalization is one of the most important preprocessing steps when...
research
06/16/2020

Prior knowledge distillation based on financial time series

One of the major characteristics of financial time series is that they c...
research
01/14/2022

Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction

Financial time-series forecasting is one of the most challenging domains...
research
05/12/2012

Forecasting of Indian Rupee (INR) / US Dollar (USD) Currency Exchange Rate Using Artificial Neural Network

A large part of the workforce, and growing every day, is originally from...
research
06/12/2019

Neural Network Models for Stock Selection Based on Fundamental Analysis

Application of neural network architectures for financial prediction has...
research
06/23/2019

Hybrid symbiotic organisms search feedforward neural network model for stock price prediction

The prediction of stock prices is an important task in economics, invest...

Please sign up or login with your details

Forgot password? Click here to reset