Title :
Short-term stock price prediction using MLP in moving simulation mode
Author :
Turchenko, Volodymyr ; Beraldi, Patrizia ; De Simone, Francesco ; Grandinetti, Lucio
Author_Institution :
Res. Inst. of Intell. Comput. Syst., Ternopil Nat. Econ. Univ., Ternopil, Ukraine
Abstract :
The features of a short-term prediction of a stock price using a multi-layer perceptron in a moving simulation application mode are considered in this paper. The input data for the short-term prediction mode are analyzed. The architecture of the predicting model is developed. The simulation modeling results show a high accuracy of the prediction on the historical stock prices of Fiat company.
Keywords :
multilayer perceptrons; pricing; share prices; stock markets; Fiat company; moving simulation application mode; multilayer perceptron; short-term stock price prediction; Artificial neural networks; Data models; Neurons; Predictive models; Stock markets; Testing; Training; Stock prices; multi-layer perceptron; prediction;
Conference_Titel :
Intelligent Data Acquisition and Advanced Computing Systems (IDAACS), 2011 IEEE 6th International Conference on
Conference_Location :
Prague
Print_ISBN :
978-1-4577-1426-9
DOI :
10.1109/IDAACS.2011.6072853
