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| Natura: | Artículo científico |
| Lingua: | en |
| Pubblicazione: |
Universidad ESAN
2016
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| Accesso online: | https://www.redalyc.org/articulo.oa?id=360748513007 https://www.redalyc.org/journal/3607/360748513007/ https://www.redalyc.org/journal/3607/360748513007/html/ https://www.redalyc.org/journal/3607/360748513007/360748513007.epub https://www.redalyc.org/journal/3607/360748513007/movil |
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| _version_ | 1866812180090847232 |
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| author | Amin Hedayati Moghaddam |
| author_facet | Amin Hedayati Moghaddam |
| contents | Stock market index prediction using artificial neural network Amin Hedayati Moghaddam Moein Hedayati Moghaddam Morteza Esfandyari Multidisciplinarias (Ciencias Sociales) ANN NASDAQ Prediction JEL classification: C5 In this study the ability of artificial neural network (ANN) in forecasting the daily NASDAQ stock exchange rate was investigated. Several feed forward ANNs that were trained by the back propagation algorithm have been assessed. The methodology used in this study considered the short-term historical stock prices as well as the day of week as inputs. Daily stock exchange rates of NASDAQ from January 28, 2015 to 18 June, 2015 are used to develop a robust model. First 70 days (January 28 to March 7) are selected as training dataset and the last 29 days are used for testing the model prediction ability. Networks for NAS- DAQ index prediction for two type of input dataset (four prior days and nine prior days) were developed and validated. 2016 artículo científico 2077-1886 https://www.redalyc.org/articulo.oa?id=360748513007 https://www.redalyc.org/journal/3607/360748513007/ https://www.redalyc.org/journal/3607/360748513007/html/ https://www.redalyc.org/journal/3607/360748513007/360748513007.epub https://www.redalyc.org/journal/3607/360748513007/movil en http://www.redalyc.org/revista.oa?id=3607 Journal of Economics, Finance and Administrative Science application/pdf Universidad ESAN Journal of Economics, Finance and Administrative Science (Perú) Num.41 Vol.21 |
| format | Artículo científico |
| id | redalyc_360748513007 |
| language | en |
| publishDate | 2016 |
| publisher | Universidad ESAN |
| spellingShingle | Stock market index prediction using artificial neural network Amin Hedayati Moghaddam Multidisciplinarias (Ciencias Sociales) ANN NASDAQ Prediction JEL classification: C5 Stock market index prediction using artificial neural network Amin Hedayati Moghaddam Moein Hedayati Moghaddam Morteza Esfandyari Multidisciplinarias (Ciencias Sociales) ANN NASDAQ Prediction JEL classification: C5 In this study the ability of artificial neural network (ANN) in forecasting the daily NASDAQ stock exchange rate was investigated. Several feed forward ANNs that were trained by the back propagation algorithm have been assessed. The methodology used in this study considered the short-term historical stock prices as well as the day of week as inputs. Daily stock exchange rates of NASDAQ from January 28, 2015 to 18 June, 2015 are used to develop a robust model. First 70 days (January 28 to March 7) are selected as training dataset and the last 29 days are used for testing the model prediction ability. Networks for NAS- DAQ index prediction for two type of input dataset (four prior days and nine prior days) were developed and validated. 2016 artículo científico 2077-1886 https://www.redalyc.org/articulo.oa?id=360748513007 https://www.redalyc.org/journal/3607/360748513007/ https://www.redalyc.org/journal/3607/360748513007/html/ https://www.redalyc.org/journal/3607/360748513007/360748513007.epub https://www.redalyc.org/journal/3607/360748513007/movil en http://www.redalyc.org/revista.oa?id=3607 Journal of Economics, Finance and Administrative Science application/pdf Universidad ESAN Journal of Economics, Finance and Administrative Science (Perú) Num.41 Vol.21 |
| title | Stock market index prediction using artificial neural network |
| topic | Multidisciplinarias (Ciencias Sociales) ANN NASDAQ Prediction JEL classification: C5 |
| url | https://www.redalyc.org/articulo.oa?id=360748513007 https://www.redalyc.org/journal/3607/360748513007/ https://www.redalyc.org/journal/3607/360748513007/html/ https://www.redalyc.org/journal/3607/360748513007/360748513007.epub https://www.redalyc.org/journal/3607/360748513007/movil |