Stock Value Prediction System

The use of artificial neural network is gaining popularity in the research field. Neural network consist of interconnected neurons which deciphers value by using input data by feeding network values. The main aim of our project is to use backpropagation process to predict the future value.Stock market prediction models are the most challenging fields in computer science. The aim of this project is implementation of neural networks with back propagation algorithm for stock value prediction .A neural network is a powerful data-modeling tool that is able to capture and represent complex input/output relationships. We apply Data mining technology to the stock in order to research the trend of the market. Our proposed system provides methods to develop machine learning stock market predictor based on Neural Networks using Back propagationalgorithm, with intent of improving the accuracy. In this paper we have used data mining process along with artificial neural network networking to predict the future value of the stock. This paper overcomes the all traditional statistical methods of the stock market value prediction. DOI: 10.17762/ijritcc2321-8169.16049

A Model for Stock Market Value Forecasting using Ensemble Artificial Neural Network

Artificial Neural Network (ANN) is a model used in capturing linear and non-linear relationship of input and output data. Its usage has been predominant in the prediction and forecasting market time series. However, there has been low bias and high variance issues associated with ANN models such as the simple multi-layer perceptron model. This usually happens when training large dataset. The objective of this work was to develop an efficient forecasting model using Ensemble ANN to unravel the market mysteries for accurate decision on investment. This paper employed the Ensemble ANN modeling technique to tackle the high variations in stock market training dataset faced when using a simple multi-layer perceptron model by using the theory of ensemble averaging. The Ensemble ANN model was developed and implemented using NeurophStudio and Java programming language, then trained and tested using daily data of stock market prices from various banks, for a period of 497 days. The methodology adopted to achieve this task is the agile methodology. The output of the proposed predictive model was compared with four traditional neural network multilayer perceptron algorithms, and outperformed the traditional neural network multilayer perceptron algorithms. The proposed model gave an average to best predictive error for any day when compared with the other four traditional models

Stock Market Prediction Using Time Series

A stock market is a public market for the trading of company stock. It is an organized set-up with a regulatory body and the members who trade in shares are registered with the stock market and regulatory body SEBI. Since stock market data are highly time-variant and are normally in a nonlinear pattern, predicting the future price of a stock is highly challenging. Prediction provides knowledgeable information regarding the current status of the stock price movement. Thus this can be utilized in decision making for customers in finalizing whether to buy or sell the particular shares of a given stock. Many researchers have been carried out for predicting stock market price using various data mining techniques. The past data of the selected stock will be used for building and training the models. The results from the model will be used for comparison with the real data to ascertain the accuracy of the model

A Review of Artificial Neural Networks Application to Stock Market Predictions

The purpose of this paper is to review artificial neural network applications used in the field of stock price forecasting. The field of stock price forecasting has increasingly grown to be an important subject matter for researchers, everyday investors and practitioners in the finance domain as it aids financial decision making. This study brings to attention some of the neural network applications used in stock price forecasting focusing on application comparisons on different stock market data and the gaps that can be worked on in the foreseeable future. This work makes an introduction of neural network applications to those novels in the field of artificial intelligence. Keywords: Neural Networks, Forecasting Stock Price. Financial Markets, Complexity, Error Measures, Decision Makin

Predicting Customer Churn in Banking Industry using Neural Networks

The aim of this article is to present a case study of usage of one of the data mining methods, neural network, in knowledge discovery from databases in the banking industry. Data mining is automated process of analysing, organization or grouping a large set of data from different perspectives and summarizing it into useful information using special algorithms. Data mining can help to resolve banking problems by finding some regularity, causality and correlation to business information which are not visible at first sight because they are hidden in large amounts of data. In this paper, we used one of the data mining methods, neural network, within the software package Alyuda NeuroInteligence to predict customer churn in bank. The focus on customer churn is to determinate the customers who are at risk of leaving and analysing whether those customers are worth retaining. Neural network is statistical learning model inspired by biological neural and it is used to estimate or approximate functions that can depend on a large number of inputs which are generally unknown. Although the method itself is complicated, there are tools that enable the use of neural networks without much prior knowledge of how they operate. The results show that clients who use more bank services (products) are more loyal, so bank should focus on those clients who use less than three products, and offer them products according to their needs. Similar results are obtained for different network topologies

Recurrent Neural Networks Approach to the Financial Forecast of Google Assets

A huge quantity of learning tasks have to deal with sequential data, where either input or out-put data can have sequential nature. This is the case,e.g., of time series forecasting, speech recognition,video analysis, music generation, etc., since they all require algorithms able to model sequences. Duringrecent years, recurrent neural networks (RNNs) architectures have been successfully used in one as well as for multidimensional sequence learning tasks, quickly constituting the state of the art option for extracting patterns from temporal data. Concerning financial applications, one of from the most important examples of sequential data analysis problems is related to the forecasting the dynamic in time of structured financial products. To this end, we compare different RNNs architectures. In particular we consider the basic multi-layer RNN, long-short term memory (LSTM) and gated recurrent unit (GRU) performances on forecasting Google stock price movements. The latter will be done on different time horizons, mainly to explain associated hidden dynamics. In particular, we show that our approach allows to deal with long sequences, as in the case of LSTM. Moreover the obtained performances turn out to be of high level even on different time horizons. Indeed, we are able to obtain up to 72% of accuracy

Simulation and Assessment of Bitcoin Prediction Using Machine Learning Methodology

The market for digital currencies is rapidly growing, attracting traders, investors, and businesspeople on a worldwide scale that hasn't been witnessed in this century. By providing comparison studies and insights from the price data of crypto currency marketplaces, it will help in recording the behaviour and habits of such a lucratively demanding and rapidly expanding business. The bitcoin market is reaching one of its peak levels ever in 2021. The emergence of new exchanges has made cryptocurrencies more approachable to the general public, hence boosting their attractiveness. This has increased the number of users and interest in cryptocurrencies, along with a number of reliable crypto ventures started by some of the founders. Virtual currencies are growing more and more well-liked, and businesses like Tesla, Dell, and Microsoft are now embracing them. Decentralized digital currencies are becoming more and more popular, thus it's more crucial than ever to properly inform the public about the new currencies as they proliferate so that people are aware of what they possess and how their money is being invested. Analysis shows that soft computing and machine learning techniques can anticipate more accurately than any other technique now available to researchers. Finally, it is claimed that ANN, SVMs, and other similar machine learning techniques are useful for predicting global stock market fluctuations.

Application Areas of Data Mining in Indian Retail Banking Sector

Banking systems collect huge amounts of data on day to day basis be it customer information transaction details risk profiles credit card details credit limit and collateral details compliance and Anti Money Laundering AML related information trade finance data SWIFT and telex messages Thousands of decisions are taken in a bank daily These decisions include credit decisions default decisions relationship start up investment decisions AML and Illegal financing related One needs to depend on various reports and drill down tools provided by the banking systems to arrive at these critical decisions But this is a manual process and is error prone and time consuming due to large volume of transactional and historical data Interesting patterns and knowledge can be mined from this huge volume of data that in turn can be used for this decision making process This article explores and reviews various data mining techniques that can be applied in banking areas It provides an overview of data mining techniques and procedures It also provides an insight into how these techniques can be used in banking areas to make the decision making process easier and productiv