Neural Net Stock Trend Predictor

This report analyzes new and existing stock market prediction techniques. Traditional technical analysis was combined with various machine-learning approaches such as artificial neural networks, k-nearest neighbors, and decision trees. Experiments we conducted show that technical analysis together with machine learning can be used to profitably direct an investor’s trading decisions. We are measuring the profitability of experiments by calculating the percentage weekly return for each stock entity under study. Our algorithms and simulations are developed using Python. The technical analysis methodology combined with machine learning algorithms show promising results which we discuss in this report

SYSTEM DECYZYJNY DO PRZEWIDYWANIA CEN AKCJI OPARTY NA SZTUCZNEJ SIECI NEURONOWEJ HOPFIELDA

The paper describes a new method using Hopfield artificial neural network combined with technical analysis fractal analysis and feed-forward artificial neural networks for predicting share prices for a next day on a Stock Exchange. The developed method and networks are implemented in an Expert System, which is proposed as a valuable comprehensive, analytical tool. A new algorithm for artificial neural networks training and testing is also presented. It automatically chooses the best network structure, and the most important input parameters.Artykuł opisuje nową metodę zastosowania sztucznej sieci neuronowej Hopfielda połączonej z analizą techniczną, fraktalną oraz jednokierunkowymi sztucznymi sieciami neuronowymi do przewidywania przyszłych cen akcji na Giełdzie Papierów Wartościowych. Opisane nowe metody zostały zaimplementowane w systemie ekspertowym, który jest polecany jako kompleksowe narzędzie do badania aktualnych i przyszłych zachowań rynku. Zaprezentowany został również algorytm nauki testowania sztucznych sieci neuronowych, który na końcu wybiera najlepszą z nich

Learning To Play The Trading Game

Can we train a stock trading bot that can take decisions in high-entropy envi- ronments like stock markets to generate profits based on some optimal policy? Can we further extend this learning for any general trading problem? Quantitative Al- gorithms are responsible for more than 75% of the stock trading around the world. Creating a stock market prediction model is comparatively easy. But creating a prof- itable prediction model is still considered as a challenging task in the field of machine learning and deep learning due to the unpredictability of the financial markets. Us- ing biologically inspired computing techniques of reinforcement learning (RL) and artificial neural networks(ANN), this project attempts to train an agent who takes decisions based on the optimal decision policies learned. Different existing RL tech- niques and their slightly modified variants will be used to train the agent, and the trained model is then tested against different stock prices and also stock portfolio settings to see if the agent has learned the rules of the game and can it act optimally irrespective of the testing data provided. This work aims to provide general users with simple recommendations about the possible investment decisions of selected stocks in the portfolio. Results of the implemented approaches do seem to work somewhat well on specific periods of stock market time series, but they are observed to be fragile. Selected strategies do not guarantee similar results on all historical time-periods, nor they are guaranteed to provide exceptional performance on unpredictable future stock market time-series data

Using Deep Learning for Predicting Stock Trends

Deep learning has shown great promise in solving complicated problems in recent years. One applicable area is finance. In this study, deep learning will be used to test the predictability of stock trends. Stock markets are known to be volatile, prices fluctuate, and there are many complicated financial indicators involved. While the opinion of researchers differ about the predictability of stocks, it has been shown by previous empirical studies that some aspects of stock markets can be predictable to some extent. Various data including news or financial indicators can be used to predict stock prices. In this study, the focus will be on using past stock prices and using technical indicators to increase the performance of the results. The goal of this study is to measure the accuracy of predictions and evaluate the results. Historical data is gathered for Apple, Microsoft, Google and Intel stocks. A prediction model is created by using past data and technical indicators were used as features in the model. The experiments were performed by using long short-term memory networks. Different approaches and techniques were tested to boost the performance of the results. To prove the usability of the final model in the real world and measure the profitability of results backtesting was performed. The final results show that while it is not possible to predict the exact price of a stock in the future to gain profitable results, deep learning can be used to predict the trend of stock markets to generate buy and sell signals