An intelligent forecasting system of stock price using neural networks

A neural network system developed for forecasting stock prices in the Japanese market is presented. The hybrid algorithm, which combines the modified BP (backpropagation) method with the random optimization method, has been used for training the parameters in the neural network. It has been shown by...

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Bibliographic Details
Main Authors: Baba, N., Kozaki, M.
Format: Conference Proceeding
Language:English
Subjects:
Convergence
Gradient methods
Intelligent networks
Intelligent systems
Neural networks
Optimization methods
Stochastic processes
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Summary:A neural network system developed for forecasting stock prices in the Japanese market is presented. The hybrid algorithm, which combines the modified BP (backpropagation) method with the random optimization method, has been used for training the parameters in the neural network. It has been shown by several simulation results that this neural network system is quite helpful for making a good forecast of stock prices.< >
DOI:10.1109/IJCNN.1992.287183