An Behavioral Finance Analysis Using Learning Vector Quantization in the Taiwan Stock Market Index Future

There are various types of trading behavior in the stock market. And the buying or selling activities in many investment strategies are influenced by numerous factors respectively, such as fundamental analysis, macroeconomic analysis, and news analysis. Consequently, various factors will reflect on market price. Random Walk in financial engineering is not the focus in this paper. Otherwise, the importance of the technique analysis about Taiwan Stock Index Futures will be emphasized in this research. It is the intention of this paper to investigate the information content of Open, High, Low, Close prices in the previous trading day and relative higher and lower points in the prior period of the current trading day, as well as their prices in analyzing Taiwan Stock Index Future. The predictability of Learning Vector Quantizationl Network can clearly be seen from the empirical result

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

A CIMB Stock Price Prediction Case Study with Feedforward Neural Network and Recurrent Neural Network

Artificial Neural Network (ANN) is one of the popular techniques used in stock market price prediction. ANN is able to learn from data pattern and continuously improves the result without prior information about the model. The two popular variants of ANN architecture widely used are Feedforward Neural Network (FFNN) and Recurrent Neural Network (RNN). The literature shows that the performance of these two ANN variants is studied dependent. Hence, this paper aims to compare the performance of FFNN and RNN in predicting the closing price of CIMB stock which is traded on the Kuala Lumpur Stock Exchange (KLSE). This paper describes the design of FFNN and RNN and discusses the performances of both ANNs