Predicting Stock Market Price Using Neural Network Model

2022 ◽  
pp. 1414-1426
Author(s):  
Naliniprava Tripathy
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Network Model ◽  
Neural Network Model ◽  
Market Price ◽  
Efficient Market Hypothesis ◽  
Feedforward Neural Network ◽  
Neural Network Models ◽  
Daily Movement ◽  
Indian Stock Market

The present article predicts the movement of daily Indian stock market (S&P CNX Nifty) price by using Feedforward Neural Network Model over a period of eight years from January 1st 2008 to April 8th 2016. The prediction accuracy of the model is accessed by normalized mean square error (NMSE) and sign correctness percentage (SCP) measure. The study indicates that the predicted output is very close to actual data since the normalized error of one-day lag is 0.02. The analysis further shows that 60 percent accuracy found in the prediction of the direction of daily movement of Indian stock market price after the financial crises period 2008. The study indicates that the predictive power of the feedforward neural network models reasonably influenced by one-day lag stock market price. Hence, the validity of an efficient market hypothesis does not hold in practice in the Indian stock market. This article is quite useful to the investors, professional traders and regulators for understanding the effectiveness of Indian stock market to take appropriate investment decision in the stock market.

Predicting Stock Market Price Using Neural Network Model

2018 ◽  
Vol 9 (3) ◽  
pp. 84-94 ◽  
Author(s):  
Naliniprava Tripathy
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Network Model ◽  
Neural Network Model ◽  
Market Price ◽  
Efficient Market Hypothesis ◽  
Feedforward Neural Network ◽  
Neural Network Models ◽  
Daily Movement ◽  
Indian Stock Market

The present article predicts the movement of daily Indian stock market (S&P CNX Nifty) price by using Feedforward Neural Network Model over a period of eight years from January 1st 2008 to April 8th 2016. The prediction accuracy of the model is accessed by normalized mean square error (NMSE) and sign correctness percentage (SCP) measure. The study indicates that the predicted output is very close to actual data since the normalized error of one-day lag is 0.02. The analysis further shows that 60 percent accuracy found in the prediction of the direction of daily movement of Indian stock market price after the financial crises period 2008. The study indicates that the predictive power of the feedforward neural network models reasonably influenced by one-day lag stock market price. Hence, the validity of an efficient market hypothesis does not hold in practice in the Indian stock market. This article is quite useful to the investors, professional traders and regulators for understanding the effectiveness of Indian stock market to take appropriate investment decision in the stock market.

scholarly journals RISC-V Virtual Platform-Based Convolutional Neural Network Accelerator Implemented in SystemC

Electronics ◽  
2021 ◽  
Vol 10 (13) ◽  
pp. 1514
Author(s):  
Seung-Ho Lim ◽  
WoonSik William Suh ◽  
Jin-Young Kim ◽  
Sang-Young Cho
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Network Model ◽  
Neural Network Model ◽  
Deep Neural Network ◽  
System Level ◽  
Neural Network Models ◽  
Data Set ◽  
Embedded Device ◽  
Virtual Platform

The optimization for hardware processor and system for performing deep learning operations such as Convolutional Neural Networks (CNN) in resource limited embedded devices are recent active research area. In order to perform an optimized deep neural network model using the limited computational unit and memory of an embedded device, it is necessary to quickly apply various configurations of hardware modules to various deep neural network models and find the optimal combination. The Electronic System Level (ESL) Simulator based on SystemC is very useful for rapid hardware modeling and verification. In this paper, we designed and implemented a Deep Learning Accelerator (DLA) that performs Deep Neural Network (DNN) operation based on the RISC-V Virtual Platform implemented in SystemC in order to enable rapid and diverse analysis of deep learning operations in an embedded device based on the RISC-V processor, which is a recently emerging embedded processor. The developed RISC-V based DLA prototype can analyze the hardware requirements according to the CNN data set through the configuration of the CNN DLA architecture, and it is possible to run RISC-V compiled software on the platform, can perform a real neural network model like Darknet. We performed the Darknet CNN model on the developed DLA prototype, and confirmed that computational overhead and inference errors can be analyzed with the DLA prototype developed by analyzing the DLA architecture for various data sets.

scholarly journals Initial Results of Modeling and Improvement of BDS-2/GPS Broadcast Ephemeris Satellite Orbit Based on BP and PSO-BP Neural Networks

2021 ◽  
Vol 13 (23) ◽  
pp. 4801
Author(s):  
Hanlin Chen ◽  
Fei Niu ◽  
Xing Su ◽  
Tao Geng ◽  
Zhimin Liu ◽  
...  
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Bp Neural Network ◽  
Network Models ◽  
Neural Network Models ◽  
Orbit Error ◽  
Broadcast Ephemeris ◽  
Bp Neural Network Model ◽  
Orbit Errors

With the rapid development and gradual perfection of GNSS in recent years, improving the real-time service performance of GNSS has become a research hotspot. In GNSS single-point positioning, broadcast ephemeris is used to provide a space–time reference. However, the orbit parameters of broadcast ephemeris have meter-level errors, and no mathematical model can simulate the variation of this, which restricts the real-time positioning accuracy of GNSS. Based on this research background, this paper uses a BP (Back Propagation) neural network and a PSO (Particle Swarm Optimization)–BP neural network to model the variation in the orbit error of GPS and BDS broadcast ephemeris to improve the accuracy of broadcast ephemeris. The experimental results showed that the two neural network models in GPS can model the broadcast ephemeris orbit errors, and the results of the two models were roughly the same. The one-day and three-day improvement rates of RMS(3D) were 30–50%, but the PSO–BP neural network model was better able to model the trend of errors and effectively improve the broadcast ephemeris orbit accuracy. In BDS, both of the neural network models were able to model the broadcast ephemeris orbit errors; however, the PSO–BP neural network model results were better than those of the BP neural network. In the GEO satellite outcome of the PSO–BP neural network, the STD and RMS of the orbit error in three directions were reduced by 20–70%, with a 20–30% improvement over the BP neural network results. The IGSO satellite results showed that the PSO–BP neural network model output accuracy of the along- and radial-track directions experienced a 70–80% improvement in one and three days. The one- and three-day RMS(3D) of the MEO satellites showed that the PSO–BP neural network has a greater ability to resist gross errors than that of the BP neural network for modeling the changing trend of the broadcast ephemeris orbit errors. These results demonstrate that using neural networks to model the orbit error of broadcast ephemeris is of great significance to improving the orbit accuracy of broadcast ephemeris.

A COMPARISON OF NEURAL NETWORK MODEL SELECTION STRATEGIES FOR THE PRICING OF S&P 500 STOCK INDEX OPTIONS

2007 ◽  
Vol 16 (06) ◽  
pp. 1093-1113 ◽  
Author(s):  
N. S. THOMAIDIS ◽  
V. S. TZASTOUDIS ◽  
G. D. DOUNIAS
Keyword(s):  
Neural Network ◽  
Model Selection ◽  
Network Model ◽  
Neural Network Model ◽  
Information Criteria ◽  
Stock Index ◽  
Statistical Hypothesis ◽  
Neural Network Models ◽  
Index Options ◽  
Pruning Technique

This paper compares a number of neural network model selection approaches on the basis of pricing S&P 500 stock index options. For the choice of the optimal architecture of the neural network, we experiment with a “top-down” pruning technique as well as two “bottom-up” strategies that start with simple models and gradually complicate the architecture if data indicate so. We adopt methods that base model selection on statistical hypothesis testing and information criteria and we compare their performance to a simple heuristic pruning technique. In the first set of experiments, neural network models are employed to fit the entire options surface and in the second they are used as parts of a hybrid intelligence scheme that combines a neural network model with theoretical option-pricing hints.

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

scholarly journals PV Power Prediction, Using CNN-LSTM Hybrid Neural Network Model. Case of Study: Temixco-Morelos, México

Energies ◽  
2020 ◽  
Vol 13 (24) ◽  
pp. 6512
Author(s):  
Mario Tovar ◽  
Miguel Robles ◽  
Felipe Rashid
Keyword(s):  
Neural Network ◽  
Hybrid Model ◽  
Network Model ◽  
Neural Network Model ◽  
Short Term Memory ◽  
Lasso Regression ◽  
Neural Network Models ◽  
Model Case ◽  
Hybrid Neural Network ◽  
Photovoltaic Power

Due to the intermittent nature of solar energy, accurate photovoltaic power predictions are very important for energy integration into existing energy systems. The evolution of deep learning has also opened the possibility to apply neural network models to predict time series, achieving excellent results. In this paper, a five layer CNN-LSTM model is proposed for photovoltaic power predictions using real data from a location in Temixco, Morelos in Mexico. In the proposed hybrid model, the convolutional layer acts like a filter, extracting local features of the data; then the temporal features are extracted by the long short-term memory network. Finally, the performance of the hybrid model with five layers is compared with a single model (a single LSTM), a CNN-LSTM hybrid model with two layers and two well known popular benchmarks. The results also shows that the hybrid neural network model has better prediction effect than the two layer hybrid model, the single prediction model, the Lasso regression or the Ridge regression.

scholarly journals The Performance Study on the Long-Span Bridge Involving the Wireless Sensor Network Technology in a Big Data Environment

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-13
Author(s):  
Liwen Zhang ◽  
Chao Zhang ◽  
Zhuo Sun ◽  
You Dong ◽  
Pu Wei
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Bp Neural Network ◽  
Network Models ◽  
Neural Network Models ◽  
Long Span ◽  
Long Span Bridge ◽  
Vibration Responses ◽  
Bp Neural Network Model

The random traffic flow model which considers parameters of all the vehicles passing through the bridge, including arrival time, vehicle speed, vehicle type, vehicle weight, and horizontal position as well as the bridge deck roughness, is input into the vehicle-bridge coupling vibration program. In this way, vehicle-bridge coupling vibration responses with considering the random traffic flow can be numerically simulated. Experimental test is used to validate the numerical simulation, and they had the consistent changing trends. This result proves the reliability of the vehicle-bridge coupling model in this paper. However, the computational process of this method is complicated and proposes high requirements for computer performance and resources. Therefore, this paper considers using a more advanced intelligent method to predict vibration responses of the long-span bridge. The PSO-BP (particle swarm optimization-back propagation) neural network model is proposed to predict vibration responses of the long-span bridge. Predicted values and real values at each point basically have the consistent changing trends, and the maximum error is less than 10%. Hence, it is feasible to predict vibration responses of the long-span bridge using the PSO-BP neural network model. In order to verify advantages of the predicting model, it is compared with the BP neural network model and GA-BP neural network model. The PSO-BP neural network model converges to the set critical error after it is iterated to the 226th generation, while the other two neural network models are not converged. In addition, the relative error of predicted values using PSO-BP neural network is only 2.71%, which is obviously less than the predicted results of other two neural network models. We can find that the PSO-BP neural network model proposed by the paper in predicting vibration responses is highly efficient and accurate.

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