| Título: | Comparative study of Financial Time Series Prediction By Artificial Neural Network with Gradient Descent Learning |
| Autores: | ARKA ghosh; Seacom Engineering College |
| Fecha: | 2012-04-14 |
| Publicador: | BRAIN: Broad Research in Artificial Intelligence and Neuroscience |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Artificial Intelligence;Neural Information Processing Financial Forecasting,Financial Timeseries Feedforward Multilayer Artificial Neural Network,Recurrent Timedelay Neural Network,Backpropagation,Gradient descent. |
| Descripción: | Financial forecasting is an example of a signal processing problem which is challenging due to Small 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. |
| Idioma: | Inglés |
1 Some Considerations on Seriality and Synchronicity por Elena Nechita; "Vasile Alecsandri" University of Bacau | 6 Intelligent Agent for Acquisition of the Mother Tongue Vocabulary por Bogdan Patrut; "Vasile Alecsandri" University of Bacau,Grigor Moldovan; "Babes-Bolyai" University of Cluj-Napoca |
2 Questions Regarding Alterity in Social Collaborative Networks por Cosmin Ion Tomozei; "Vasile Alecsandri" University of Bacau, Romania,Florinela Floria; "Vasile Alecsandri" University of Bacau | 7 Cognitive Medical Multiagent Systems por Barna Iantovics; "Petru Maior" University of Targu Mures |
3 Computational Methods in Medicine por Angel Garrido; National University of Distance Education, Madrid | 8 Connectionism vs. Computational Theory of Mind por Angel Garrido; National University of Distance Education, Madrid |
4 Towards a Metaphorical Type of Architecture: The Inside of the Victorian House por Ioana Boghian; "Vasile Alecsandri" University of Bacau | 9 ADX – Agent for Morphologic Analysis of Lexical Entries in a Dictionary por Bogdan Patrut; "Vasile Alecsandri" University of Bacau |
5 Improving Tools in Artificial Intelligence por Angel Garrido; National University of Distance Education, Madrid | 10 A System for Learning Financial Accounting Bases por Bogdan Patrut; "Vasile Alecsandri" University of Bacau,Iulian Marius Furdu; "Vasile Alecsandri" University of Bacau |