FLANN Based Model to Predict Stock Price Movements of Stock Indices

Financial Forecasting or specifically Stock Market prediction is one of the hottest fields of research lately due to its commercial applications owing to the high stakes and the kinds of attractive benefits that it has to offer. Forecasting the price movements in stock markets has been a major challenge for common investors, businesses, brokers and speculators. As more and more money is being invested the investors get anxious of the future trends of the stock prices in the market. The primary area of concern is to determine the appropriate time to buy, hold or sell. In their quest to forecast, the investors assume that the future trends in the stock market are based at least in part on present and past events and data [1]. However financial time-series is one of the most ‘noisiest’ and ‘non-stationary’ signals present and hence very difficult to forecas

Designing a Novel Model for Stock Price Prediction Using an Integrated Multi-Stage Structure: The Case of the Bombay Stock Exchange

Stock price prediction is considered a strategic and challenging issue in the stock markets. Considering the complexity of stock market data and price fluctuations, the improvement of effective approaches for stock price prediction is a crucial and essential task. Therefore, in this study, a new model based on “Adaptive Neuro-Fuzzy Inference System (ANFIS), Particle Swarm Optimization (PSO) and Genetic Algorithm (GA)” is employed to predict stock price accurately. ANFIS has been utilized to predict stock price trends more precisely. PSO executes towards developing the vector, and GA has been utilized to adjust the decision vectors employing genetic operators. The stock price data of top companies of the Bombay Stock Exchange (BSE) from 2010 to 2020 are employed to analyze the model functionality. Experimental outcomes demonstrated that the average functionality of our model (77.62%) was achieved noticeably better than other methods. The findings verified that the ANFIS-PSO-GA model is an efficient tool in stock price prediction which can be applied in the different financial markets, especially the stock market

A Robust Regression-Based Stock Exchange Forecasting and Determination of Correlation between Stock Markets

Knowledge-based decision support systems for financial management are an important part of investment plans. Investors are avoiding investing in traditional investment areas such as banks due to low return on investment. The stock exchange is one of the major areas for investment presently. Various non-linear and complex factors affect the stock exchange. A robust stock exchange forecasting system remains an important need. From this line of research, we evaluate the performance of a regression-based model to check the robustness over large datasets. We also evaluate the effect of top stock exchange markets on each other. We evaluate our proposed model on the top 4 stock exchanges—New York, London, NASDAQ and Karachi stock exchange. We also evaluate our model on the top 3 companies—Apple, Microsoft, and Google. A huge (Big Data) historical data is gathered from Yahoo finance consisting of 20 years. Such huge data creates a Big Data problem. The performance of our system is evaluated on a 1-step, 6-step, and 12-step forecast. The experiments show that the proposed system produces excellent results. The results are presented in terms of Mean Absolute Error (MAE) and Root Mean Square Error (RMSE)

Soft Computing Approaches to Stock Forecasting: A Survey

Soft computing techniques has been effectively applied in business, engineering, medical domain to solve problems in the past decade. However, this paper focuses on censoring the application of soft computing techniques for stock market prediction in the last decade (2010 - todate). Over a hundred published articles on stock price prediction were reviewed. The survey is done by grouping these published articles into: the stock market surveyed, input variable choices, summary of modelling technique applied, comparative studies, and summary of performance measures. This survey aptly shows that soft computing techniques are widely used and it has demonstrated widely acceptability to accurately use for predicting stock price and stock index behavior worldwide

Chemical and biological reactions of solidification of peat using ordinary portland cement (OPC) and coal ashes

Construction over peat area have often posed a challenge to geotechnical engineers. After decades of study on peat stabilisation techniques, there are still no absolute formulation or guideline that have been established to handle this issue. Some researchers have proposed solidification of peat but a few researchers have also discovered that solidified peat seemed to decrease its strength after a certain period of time. Therefore, understanding the chemical and biological reaction behind the peat solidification is vital to understand the limitation of this treatment technique. In this study, all three types of peat; fabric, hemic and sapric were mixed using Mixing 1 and Mixing 2 formulation which consisted of ordinary Portland cement, fly ash and bottom ash at various ratio. The mixtures of peat-binder-filler were subjected to the unconfined compressive strength (UCS) test, bacterial count test and chemical elemental analysis by using XRF, XRD, FTIR and EDS. Two pattern of strength over curing period were observed. Mixing 1 samples showed a steadily increase in strength over curing period until Day 56 while Mixing 2 showed a decrease in strength pattern at Day 28 and Day 56. Samples which increase in strength steadily have less bacterial count and enzymatic activity with increase quantity of crystallites. Samples with lower strength recorded increase in bacterial count and enzymatic activity with less crystallites. Analysis using XRD showed that pargasite (NaCa2[Mg4Al](Si6Al2)O22(OH)2) was formed in the higher strength samples while in the lower strength samples, pargasite was predicted to be converted into monosodium phosphate and Mg(OH)2 as bacterial consortium was re-activated. The Michaelis�Menten coefficient, Km of the bio-chemical reaction in solidified peat was calculated as 303.60. This showed that reaction which happened during solidification work was inefficient. The kinetics for crystallite formation with enzymatic effect is modelled as 135.42 (1/[S] + 0.44605) which means, when pargasite formed is lower, the amount of enzyme secretes is higher

Development and use of a new Speech Quality Evaluation Parameter ESNR using ANN and Grey Wolf Optimizer

197-200The performance of Speech Enhancement (SE) Algorithms is evaluated using various objective and subjective evaluation parameters. Recently, few objective evaluation parameters are developed for the measurement of speech quality and intelligibility. But still, there are ample scopes determining statistical parameters to predict the SNR of a noisy speech signal without using any reference of clean signal and noise. In this paper, this problem has been addressed and three types of Artificial Neural Networks (ANN) are developed for efficient prediction of the estimated SNR (E-SNR) of a given noisy speech signal. To further improve the accuracy of prediction of the SNR of the ANN, the coefficients of ANN are tuned using the bio-inspired optimization technique. In this paper, a popular and efficient Grey wolf Optimization is chosen for the purpose. Several audio features are studied and appropriate features are chosen as the inputs to the ANN. Finally, a comparative performance analysis is carried out using two standard speech databases and the best performing ANN and audio features are identified to provide the best ESNR

Soft Computing Techniques for Stock Market Prediction: A Literature Survey

Stock market trading is an unending investment exercise globally. It has potentials to generate high returns on investors’ investment. However, it is characterized by high risk of investment hence, having knowledge and ability to predict stock price or market movement is invaluable to investors in the stock market. Over the years, several soft computing techniques have been used to analyze various stock markets to retrieve knowledge to guide investors on when to buy or sell. This paper surveys over 100 published articles that focus on the application of soft computing techniques to forecast stock markets. The aim of this paper is to present a coherent of information on various soft computing techniques employed for stock market prediction. This research work will enable researchers in this field to know the current trend as well as help to inform their future research efforts. From the surveyed articles, it is evident that researchers have firmly focused on the development of hybrid prediction models and substantial work has also been done on the use of social media data for stock market prediction. It is also revealing that most studies have focused on the prediction of stock prices in emerging market

Financial Forecasting Using Evolutionary Computational Techniques

Financial forecasting or specially stock market prediction is one of the hottest field of research lately due to its commercial applications owing to high stakes and the kinds of attractive benefits that it has to offer. In this project we have analyzed various evolutionary computation algorithms for forecasting of financial data. The financial data has been taken from a large database and has been based on the stock prices in leading stock exchanges .We have based our models on data taken from Bombay Stock Exchange (BSE), S&P500 (Standard and Poor’s) and Dow Jones Industrial Average (DJIA). We have designed three models and compared those using historical data from the three stock exchanges. The models used were based on: 1. Radial Basis Function parameters updated by Particle swarm optimization. 2. Radial Basis Function parameters updated by Least Mean Square Algorithm. 3. FLANN parameters updated by Particle Swarm optimization. The raw input for the experiment is the historical daily open, close, high, low and volume of the concerned index. However the actual input to the model was the parameters derived from these data. The results of the experiment have been depicted with the aid of suitable curves where a comparative analysis of the various models is done on the basis on various parameters including error convergence and the Mean Average Percentage Error (MAPE). Key Words: Radial Basis Functions, FLANN, PSO, LM

Robust and Constrained Portfolio Optimization using Multiobjective Evolutionary Algorithms

Optimization plays an important role in many areas of science, management,economics and engineering. Many techniques in mathematics and operation research are available to solve such problems. However these techniques have many shortcomings to provide fast and accurate solution particularly when the optimization problem involves many variables and constraints. Investment portfolio optimization is one such important but complex problem in computational finance which needs effective and efficient solutions. In this problem each available asset is judiciously selected in such a way that the total profit is maximized while simultaneously minimizing the total risk. The literature survey reveals that due to non availability of suitable multi objective optimization tools, this problem is mostly being solved by viewing it as a single objective optimization problem