NDLI: An intelligent model for stock market prediction

Content Provider	IEEE Xplore Digital Library
Author	Hamed, I.M. Hussein, A.S. Tolba, M.F.
Copyright Year	2011
Description	Author affiliation: Department of Scientific Computing, Faculty of Computer and Information Sciences, Ain Shams University, Abbassia, Cairo, 11566, Egypt (Hamed, I.M.; Hussein, A.S.; Tolba, M.F.)
Abstract	This paper presents an intelligent model for stock market signal prediction using Multi Layer Perceptron (MLP) Artificial Neural Networks (ANN). Blind source separation technique, from signal processing, is integrated with the learning phase of the constructed baseline MLP ANN to overcome the problems of prediction accuracy and lack of generalization. Kullback Leibler Divergence (KLD) is used, as a learning algorithm, because it converges fast and provides generalization in the learning mechanism. Both accuracy and efficiency of the proposed model were confirmed through the Microsoft stock, from wall-street market, and various data sets, from different sectors of the Egyptian stock market. In addition, sensitivity analysis was conducted on the various parameters of the model to ensure the coverage of the generalization issue.
Starting Page	105
Ending Page	110
File Size	1203407
Page Count	6
File Format	PDF
ISBN	9781457701276
e-ISBN	9781457701283
DOI	10.1109/ICCES.2011.6141021
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-11-29
Publisher Place	Egypt
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	artificial neural networks stock market prediction Biological system modeling Artificial neural networks Predictive models Prediction algorithms Indexes Security Stock markets blind source separation
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Mr. Siddhartha Mukherjee siddhartha@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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