Optimized Fuzzy Backpropagation Neural Network using Genetic Algorithm for Predicting Indonesian Stock Exchange Composite Index

2019 ◽  
Vol 6 (1) ◽  
Author(s):  
Anwar Rifa’i
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Stock Exchange ◽  
Composite Index ◽  
Backpropagation Neural Network

scholarly journals Stock Market Prediction Using Artificial Neural Networks

2012 ◽  
Vol 6-7 ◽  
pp. 1055-1060 ◽  
Author(s):  
Yang Bing ◽  
Jian Kun Hao ◽  
Si Chang Zhang
Keyword(s):  
Neural Network ◽  
Prediction Models ◽  
Learning Algorithm ◽  
Stock Exchange ◽  
Back Propagation ◽  
Composite Index ◽  
Network Models ◽  
Back Propagation Neural Network ◽  
Neural Network Models ◽  
The Neural Network

In this study we apply back propagation Neural Network models to predict the daily Shanghai Stock Exchange Composite Index. The learning algorithm and gradient search technique are constructed in the models. We evaluate the prediction models and conclude that the Shanghai Stock Exchange Composite Index is predictable in the short term. Empirical study shows that the Neural Network models is successfully applied to predict the daily highest, lowest, and closing value of the Shanghai Stock Exchange Composite Index, but it can not predict the return rate of the Shanghai Stock Exchange Composite Index in short terms.

scholarly journals Intrusion Detection Method Based on Adaptive Clonal Genetic Algorithm and Backpropagation Neural Network

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Yi Lu ◽  
Menghan Liu ◽  
Jie Zhou ◽  
Zhigang Li
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Intrusion Detection ◽  
Detection Rate ◽  
Detection System ◽  
Poor Performance ◽  
Data Sets ◽  
Backpropagation Neural Network ◽  
External Threats ◽  
Kdd Cup 99

Intrusion Detection System (IDS) is an important part of ensuring network security. When the system faces network attacks, it can identify the source of threats in a timely and accurate manner and adjust strategies to prevent hackers from intruding. Efficient IDS can identify external threats well, but traditional IDS has poor performance and low recognition accuracy. To improve the detection rate and accuracy of IDS, this paper proposes a novel ACGA-BPNN method based on adaptive clonal genetic algorithm (ACGA) and backpropagation neural network (BPNN). ACGA-BPNN is simulated on the KDD-CUP’99 and UNSW-NB15 data sets. The simulation results indicate that, in contrast to the methods based on simulated annealing (SA) and genetic algorithm (GA), the detection rate and accuracy of ACGA-BPNN are much higher than of GA-BPNN and SA-BPNN. In the classification results of KDD-CUP’99, the classification accuracy of ACGA-BPNN is 11% higher than GA-BPNN and 24.2% higher than SA-BPNN, and F-score reaches 99.0%. In addition, ACGA-BPNN has good global searchability and its convergence speed is higher than that of GA-BPNN and SA-BPNN. Furthermore, ACGA-BPNN significantly improves the overall detection performance of IDS.

scholarly journals Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Muhammad Ali ◽  
Dost Muhammad Khan ◽  
Muhammad Aamir ◽  
Amjad Ali ◽  
Zubair Ahmad
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Support Vector Machine ◽  
Stock Exchange ◽  
Financial Time Series ◽  
Composite Index ◽  
Support Vector ◽  
Financial Time ◽  
Svm Model

Prediction of financial time series such as stock and stock indexes has remained the main focus of researchers because of its composite nature and instability in almost all of the developing and advanced countries. The main objective of this research work is to predict the direction movement of the daily stock prices index using the artificial neural network (ANN) and support vector machine (SVM). The datasets utilized in this study are the KSE-100 index of the Pakistan stock exchange, Korea composite stock price index (KOSPI), Nikkei 225 index of the Tokyo stock exchange, and Shenzhen stock exchange (SZSE) composite index for the last ten years that is from 2011 to 2020. To build the architect of a single layer ANN and SVM model with linear, radial basis function (RBF), and polynomial kernels, different technical indicators derived from the daily stock trading, such as closing, opening, daily high, and daily low prices and used as input layers. Since both the ANN and SVM models were used as classifiers; therefore, accuracy and F-score were used as performance metrics calculated from the confusion matrix. It can be concluded from the results that ANN performs better than SVM model in terms of accuracy and F-score to predict the direction movement of the KSE-100 index, KOSPI index, Nikkei 225 index, and SZSE composite index daily closing price movement.

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