Prediction of Monthly Min & Max Stock Prices using Neural Network & Genetic Algorithm Hybrid
Publish place: 1st Iran Data Mining Conference
Publish Year: 1386
نوع سند: مقاله کنفرانسی
زبان: English
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IDMC01_098
تاریخ نمایه سازی: 20 خرداد 1386
Abstract:
This paper proposes a hybrid model of Backpropagation (BP) & Genetic Algorithm (GA) to prediction of monthly min and max values of stock prices using historical daily stock prices. Variance in stock price is nonlinear and one of the best known approaches in field of Stock Prediction is Artificial Neural Networks trained by Backpropagation, but this approach has a better performance when used to prediction of recent few days
stock prices. But the goal of this paper is to predict monthly Maxima & Minima, so we are dealing with longer periods in which the aforementioned method does not perform satisfactory. In this paper a hybrid model explained which employs a combination of neural networks and genetic algorithms to obtain a better prediction and eliminate the problem of local minima in Neural Network.
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Authors
Maryam Mokhtari
Department of Electrical and Computer Engineering Isfahan University of Technology, Isfahan, Iran
Mohammad Reza Ashouri
Department of Electrical and Computer Engineering Isfahan University of Technology, Isfahan, Iran