APPLYING ARTIFICIAL NEURAL NETWORK OPTIMIZED BY FIREWORKS ALGORITHM FOR STOCK PRICE ESTIMATION

ICTACT Journal on Soft Computing ( Volume: 6 , Issue: 3 )

Abstract

vioft2nntf2t|tblJournal|Abstract_paper|0xf4ff96d31e00000028c7040001000500
Stock prediction is to determine the future value of a company stock dealt on an exchange. It plays a crucial role to raise the profit gained by firms and investors. Over the past few years, many methods have been developed in which plenty of efforts focus on the machine learning framework achieving the promising results. In this paper, an approach based on Artificial Neural Network (ANN) optimized by Fireworks algorithm and data preprocessing by Haar Wavelet is applied to estimate the stock prices. The system was trained and tested with real data of various companies collected from Yahoo Finance. The obtained results are encouraging.

Authors

Khuat Thanh Tung, Nguyen Thi Bich Loan, Le Quang Chanh, Le Thi My Hanh
University of Science and Technology, Vietnam

Keywords

Fireworks Algorithm, Artificial Neural Network, Stock Price Forecasting, Back-Propagation algorithm, Wavelet Transform

Published By
ICTACT
Published In
ICTACT Journal on Soft Computing
( Volume: 6 , Issue: 3 )
Date of Publication
April 2016
Pages
1183-1191

ICT Academy is an initiative of the Government of India in collaboration with the state Governments and Industries. ICT Academy is a not-for-profit society, the first of its kind pioneer venture under the Public-Private-Partnership (PPP) model

Contact Us

ICT Academy
Module No E6 -03, 6th floor Block - E
IIT Madras Research Park
Kanagam Road, Taramani,
Chennai 600 113,
Tamil Nadu, India

For Journal Subscription: journalsales@ictacademy.in

For further Queries and Assistance, write to us at: ictacademy.journal@ictacademy.in