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A Novel Model for Stock Price Prediction Using Hybrid Neural Network

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The foremost challenge for investors is to select stock price by analyzing financial data which is a menial task as of distort associated and massive pattern. Thereby, selecting stock poses… Click to show full abstract

The foremost challenge for investors is to select stock price by analyzing financial data which is a menial task as of distort associated and massive pattern. Thereby, selecting stock poses one of the greatest difficulties for investors. Nowadays, prediction of financial market like stock market, exchange rate and share value are very challenging field of research. The prediction and scrutinization of stock price is also a potential area of research due to its vital significance in decision making by financial investors. This paper presents an intelligent and an optimal model for prophecy of stock market price using hybridization of Adaline Neural Network (ANN) and modified Particle Swarm Optimization (PSO). The connoted model hybrid of Adaline and PSO uses fluctuations of stock market as a factor and employs PSO to optimize and update weights of Adaline representation to depict open price of Bombay stock exchange. The prediction performance of the proposed model is compared with different representations like interval measurements, CMS-PSO and Bayesian-ANN. The result indicates that proposed scheme has an edge over all the juxtaposed schemes in terms of mean absolute percentage error.

Keywords: price; model; stock price; stock; neural network; prediction

Journal Title: Journal of The Institution of Engineers (India): Series B
Year Published: 2018

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