Cart (Loading....) | Create Account
Close category search window
 

Performance analysis of Indian stock market index using neural network time series model

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Kumar, D.A. ; Dept. of Comput. Sci., Gov. Arts Coll., Tiruchirappalli, India ; Murugan, S.

Forecasting based on time series data for stock prices, currency exchange rate, price indices, etc., is one of the active research areas in many field viz., finance, mathematics, physics, machine learning, etc. Initially, the problem of financial time sequences analysis and prediction are solved by many statistical models. During the past few decades, a large number of neural network models have been proposed to solve the problem of financial data and to obtain accurate prediction result. The statistical model integrated with ANN (Hybrid model) has given better result than using single model. This work discusses some basic ideas of time series data, need of ANN, importance of stock indices, survey of the previous works and it investigates neural network models for time series in forecasting. The forecasting accuracy is analyzed and measured with reference to an Indian stock market index such as Bombay Stock Exchange (BSE) and NIFTY MIDCAP50 in this study and it is found that the right parameters number of epochs, learning rate and momentum is 2960, 0.28 and 0.5 respectively for forecasting network by conducting various experiment.

Published in:

Pattern Recognition, Informatics and Mobile Engineering (PRIME), 2013 International Conference on

Date of Conference:

21-22 Feb. 2013

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.