UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
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Published in:

Volume 6 Issue 2
February-2019
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

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Published Paper ID:
JETIR1902965


Registration ID:
197461

Page Number

529-540

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Title

Precision forecasting for intraday and daily stock prices with neural networks and fuzzy models.

Abstract

Precision financial market forecasting plays an important role in financial prediction and investing. There are various global, local and psychological factors that affect financial market forecasting making it a non-trivial, complex problem. Numerous soft computing techniques based on application of Artificial Neural Network (ANN), Fuzzy Systems (FS) and hybrid models, employing a combination of varied models have been applied by various researchers for forecasting stock prices, with modest results. In the present work, the time-series data, from ICICI Bank Ltd, obtained from the National Stock Exchange (NSE), India is considered as a reference data to demonstrate precise prediction on application of varied ANN and fuzzy algorithms. A thorough and detailed comparison of these algorithms under the ANN & Fuzzy domains, on widely varying time scales - daily price forecasting on one-year data and minute to minute forecasting on intraday data, has been attempted. Forecasting accuracies on the optimized methods has resulted in better than 99% accuracy.

Key Words

Stock Market, Forecasting, Efficacy Parameters, ANN, ANFIS

Cite This Article

"Precision forecasting for intraday and daily stock prices with neural networks and fuzzy models.", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 2, page no.529-540, February-2019, Available :http://www.jetir.org/papers/JETIR1902965.pdf

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2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"Precision forecasting for intraday and daily stock prices with neural networks and fuzzy models.", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 2, page no. pp529-540, February-2019, Available at : http://www.jetir.org/papers/JETIR1902965.pdf

Publication Details

Published Paper ID: JETIR1902965
Registration ID: 197461
Published In: Volume 6 | Issue 2 | Year February-2019
DOI (Digital Object Identifier): http://doi.one/10.1729/Journal.19855
Page No: 529-540
Country: NAVI MUMBAI, MAHARASHTRA, India .
Area: Engineering
ISSN Number: 2349-5162
Publisher: IJ Publication


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