Title :
FPGA realization of backpropagation for stock market prediction
Author :
Reaz, Mamun Bin Ibne ; Islam, Syed Zahidul ; Ali, Mohd Alauddin Mohd ; Sulaiman, Mohd Shahiman
Author_Institution :
Fac. of Eng., Multimedia Univ., Selangor, Malaysia
Abstract :
In this paper, we present the realization of backpropagation on Altera FLEX10K FPGA device for stock market prediction utilizing the parallelism that exists in the neural network architecture. This approach provides an increased speed of convergence of the network and accuracy for the stock market forecast. The stock market prediction neural network architecture comprises of three layers, input layer, hidden layer and output layer. There are three neurons in the input layer, two neurons in the hidden layer and one neuron in the output layer. Sigmoid transfer function is used for hidden layer and output layer neuron. Neuron for each of the backpropagation layer is modeled individually using behavioral VHDL. The layers are then connected using structural VHDL. This is followed by the timing analysis and circuit synthesis for the validation, functionality and performance of the designated circuit which supports the practicality, advantages and effectiveness of the proposed hardware realization for the applications.
Keywords :
backpropagation; convergence; field programmable gate arrays; financial data processing; floating point arithmetic; neural nets; stock markets; Altera FLEX10K FPGA device; FPGA; backpropagation; convergence; floating point-numbering; functionality; neural network architecture; parallelism; sigmoid transfer function; stock market prediction; Backpropagation; Circuit analysis; Convergence; Economic forecasting; Field programmable gate arrays; Neural networks; Neurons; Stock markets; Timing; Transfer functions;
Conference_Titel :
Neural Information Processing, 2002. ICONIP '02. Proceedings of the 9th International Conference on
Print_ISBN :
981-04-7524-1
DOI :
10.1109/ICONIP.2002.1198203