Variable Selection for Artificial Neural Networks with Applications for Stock Price Prediction

2018 ◽  
Vol 33 (1) ◽  
pp. 54-67 ◽  
Author(s):  
Gang-Hoo Kim ◽  
Sung-Ho Kim
2016 ◽  
Vol 44 ◽  
pp. 320-331 ◽  
Author(s):  
Mustafa Göçken ◽  
Mehmet Özçalıcı ◽  
Aslı Boru ◽  
Ayşe Tuğba Dosdoğru

2019 ◽  
Vol 61 ◽  
pp. 01006 ◽  
Author(s):  
Jakub Horák ◽  
Tomáš Krulický

Accurate stock price prediction is very difficult in today's economy. Accurate prediction plays an important role in helping investors improve return on equity. As a result, a number of new approaches and technologies have logically evolved in recent years to predict stock prices. One is also the method of artificial neural networks, which have many advantages over conventional methods. The aim of this paper is to compare a method of exponential time series alignment and time series alignment using artificial neural networks as tools for predicting future stock price developments on the example of the company Unipetrol. Time series alignment is performed using artificial neural networks, exponential alignment of time series, and then a comparison of time series of predictions of future stock price trends predicted using the most successful neural network and price prediction calculated by exponential time series alignment is performed. Predictions for 62 business days were obtained. The realistic picture of further possible development is surprisingly given based on the exponential alignment of time series.


2008 ◽  
Vol 23 (10-11) ◽  
pp. 1312-1326 ◽  
Author(s):  
Robert J. May ◽  
Holger R. Maier ◽  
Graeme C. Dandy ◽  
T.M.K. Gayani Fernando

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Ayodele Ariyo Adebiyi ◽  
Aderemi Oluyinka Adewumi ◽  
Charles Korede Ayo

This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange. The empirical results obtained reveal the superiority of neural networks model over ARIMA model. The findings further resolve and clarify contradictory opinions reported in literature over the superiority of neural networks and ARIMA model and vice versa.


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