Fluctuation prediction of stock market index by Legendre neural network with random time strength function

2012 ◽  
Vol 83 ◽  
pp. 12-21 ◽  
Author(s):  
Fajiang Liu ◽  
Jun Wang
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Strength Function ◽  
Random Time ◽  
Stock Market Index ◽  
Market Index ◽  
Time Strength

scholarly journals Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Haiyan Mo ◽  
Jun Wang
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Stock Price ◽  
Strength Function ◽  
Global Market ◽  
Chinese Stock Market ◽  
Backpropagation Neural Network ◽  
Time Strength ◽  
Market Indexes ◽  
Stochastic Time

In view of the applications of artificial neural networks in economic and financial forecasting, a stochastic time strength function is introduced in the backpropagation neural network model to predict the fluctuations of stock price changes. In this model, stochastic time strength function gives a weight for each historical datum and makes the model have the effect of random movement, and then we investigate and forecast the behavior of volatility degrees of returns for the Chinese stock market indexes and some global market indexes. The empirical research is performed in testing the prediction effect of SSE, SZSE, HSI, DJIA, IXIC, and S&P 500 with different selected volatility degrees in the established model.

A NARX Neural Network Model To Predict One-Day Ahead Movement of The Stock Market Index of Malaysia

2021 ◽  
Author(s):  
Ali H. Dhafer ◽  
Fauzias Mat Nor ◽  
Wahidah Hashim ◽  
Nuradli Ridzwan Shah ◽  
Khairil Faizal Bin Khairi ◽  
...  
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Network Model ◽  
Neural Network Model ◽  
Stock Market Index ◽  
Market Index ◽  
Narx Neural Network

Stock Market Index Prediction with Neural Network during Financial Crises: A Review on Bist-100

2015 ◽  
Vol 1 (2) ◽  
pp. 53-67 ◽  
Author(s):  
Åžakir SAKARYA ◽  
Mehmet YAVUZ ◽  
Aslan Deniz KARAOÄžLAN ◽  
Necati ÖZDEMÄ R
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Financial Crises ◽  
Stock Market Index ◽  
Market Index

scholarly journals Predicting the Trend of Stock Market Index Using the Hybrid Neural Network Based on Multiple Time Scale Feature Learning

2020 ◽  
Vol 10 (11) ◽  
pp. 3961 ◽  
Author(s):  
Yaping Hao ◽  
Qiang Gao
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Time Scale ◽  
Feature Learning ◽  
Multiple Time ◽  
Multiple Time Scale ◽  
Stock Market Index ◽  
Hybrid Neural Network ◽  
Price Series ◽  
Market Index

In the stock market, predicting the trend of price series is one of the most widely investigated and challenging problems for investors and researchers. There are multiple time scale features in financial time series due to different durations of impact factors and traders’ trading behaviors. In this paper, we propose a novel end-to-end hybrid neural network, a model based on multiple time scale feature learning to predict the price trend of the stock market index. Firstly, the hybrid neural network extracts two types of features on different time scales through the first and second layers of the convolutional neural network (CNN), together with the raw daily price series, reflect relatively short-, medium- and long-term features in the price sequence. Secondly, considering time dependencies existing in the three kinds of features, the proposed hybrid neural network leverages three long short-term memory (LSTM) recurrent neural networks to capture such dependencies, respectively. Finally, fully connected layers are used to learn joint representations for predicting the price trend. The proposed hybrid neural network demonstrates its effectiveness by outperforming benchmark models on the real dataset.

scholarly journals Stock market index prediction using artificial neural network

2016 ◽  
Vol 21 (41) ◽  
pp. 89-93 ◽  
Author(s):  
Amin Hedayati Moghaddam ◽  
Moein Hedayati Moghaddam ◽  
Morteza Esfandyari
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Market ◽  
Stock Market Index ◽  
Market Index ◽  
Artificial Neural
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