An Efficient Neural Network Model with Taylor Series-Based Data Pre-Processing for Stock Price Forecast

2013 ◽  
Vol 284-287 ◽  
pp. 3020-3024
Author(s):  
Jung Bin Li ◽  
Chien Ho Wu
Keyword(s):  
Neural Network ◽  
Empirical Study ◽  
Neural Network Model ◽  
Taylor Series ◽  
Stock Price ◽  
Input Data ◽  
Back Propagation ◽  
Back Propagation Neural Network ◽  
High Accuracy ◽  
Price Forecast

This study adopts popular back-propagation neural network to make one-period-ahead prediction of the stock price. A model based on Taylor series by using both fundamental and technical indicators EPS and MACD as input data is built for an empirical study. Leading Taiwanese companies in non-hi-tech industry such as Formosa Plastics, Yieh Phui Steel, Evergreen Marine, and Chang Hwa Bank are picked as targets to analyze their reasonable prices and moving trends. The performance of this model shows remarkable return and high accuracy in making long/short strategies.

Forecasting Stock Price Based on Back Propagation Neural Network

2014 ◽  
Vol 1006-1007 ◽  
pp. 1031-1034
Author(s):  
Li Zhang ◽  
Qing Yang Xu ◽  
Chao Chen ◽  
Zeng Jun Bao
Keyword(s):  
Neural Network ◽  
Stock Price ◽  
Back Propagation ◽  
Back Propagation Neural Network ◽  
Training Method ◽  
Price Forecast ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Hidden Layer ◽  
And Training

The stock market is a nonlinear dynamics system with enormous information, which is difficult to predict effectively by traditional methods. The model of stock price forecast based on BP Neutral-Network is put forward in this article. The paper try to find the way how to predictive the stock price. Exhaustive method is used for the hidden layer neurons and training method determination. Finally the experiment results show that the algorithm get better performance in stock price prediction.

scholarly journals Back-propagation neural network model to predict visibility at a road link-level

2020 ◽  
Vol 8 ◽  
pp. 100250
Author(s):  
Venkata R. Duddu ◽  
Srinivas S. Pulugurtha ◽  
Ajinkya S. Mane ◽  
Christopher Godfrey
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Back Propagation ◽  
Back Propagation Neural Network

Application of the Back Propagation Neural Network Model on the Supplier Evaluation in E-Manufacturing Environment

2009 ◽  
Vol 16-19 ◽  
pp. 174-177
Author(s):  
Jian Chen ◽  
Ming Hong Wu ◽  
Ilias Oraifige
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Evaluation System ◽  
Supplier Selection ◽  
Back Propagation ◽  
Back Propagation Neural Network ◽  
Supplier Evaluation ◽  
Test Results ◽  
Model Training

The supplier evaluation is a key section of the intelligent internet supplier selection & evaluation system. The model used for supplier evaluation is Back Propagation Neural Network model which is introduced in the paper. The paper started with the brief introduction of the intelligent internet supplier selection & evaluation system. It provides a outline of the research project and then it concentrated to introduce the application of the BP NN model for supplier evaluation. The application introduced in the paper will include the design of the BP NN model, Training of the BP NN model and test results.

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