Stock market prediction using different neural network classification architectures

Karsten Schierholt · Ci̇han H. Dağli

49 citations0/0 files storedIEEE Conference on Computational Intelligence for Financial Engineering & Economics

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Stock Market Forecasting Methods Neural Networks and Applications Forecasting Techniques and Applications

Abstract

In recent years, many attempts have been made to predict the behavior of bonds, currencies, stocks, or stock markets. The Standard and Poors 500 Index is modeled using different neural network classification architectures. Most previous experiments used multilayer perceptrons for stock market forecasting. A multilayer perceptron architecture and a probabilistic neural network are used to predict the incline, decline, or steadiness of the index. The results of trading with the advice given by the network is then compared with the maximum possible performance and the performance of the index. Results show that both networks can be trained to perform better than the index, with the probabilistic neural network performing slightly better than the multi layer perceptron.

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References

1992Forecasting the behavior of multivariate time series using neural networks 2002Neural networks for financial market prediction

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