Application of the Artifical Neural Network in Predicting the Direction of Stock Market Index
作者： Qiu Mingyue , Li Cheng , Song Yu
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摘要: In the business sector, it has always been a difficult task to predict exact daily price of stock market index, hence, there is great deal research being conducted regarding prediction direction index movement. Many factors such as political events, general economic conditions, and traders' expectations may have an influence on index. There are numerous studies that use indicators forecast this study, we applied two types input variables The main contribution study ability next day's Japanese by using optimized artificial neural network (ANN) model. To improve accuracy trend in future, optimize ANN model genetic algorithms (GA). We demonstrate verify predictability hybrid GA-ANN then compare performance with prior studies. Empirical results show Type 2 can generate higher possible enhance
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