Validation of artificial neural network model for share price

Turkedjiev, Emil, Angelova, Maia and Busawon, Krishna (2013) Validation of artificial neural network model for share price. In: Proceedings of UKSim 14th International Conference on Computer Modelling and Simulation. IEEE, Piscataway, NJ. ISBN 978-0769546827

[img] PDF (Conference paper)
Validation_of_Financial_Shares_ANN_Model.pdf - Published Version
Restricted to Repository staff only

Download (563kB) | Request a copy
Official URL: http://dx.doi.org/10.1109/UKSim.2013.31

Abstract

The study’s objective is to justify the use of the ANN for the short-term prediction of share prices, particularly in the banking sector. The assumption is that financial share time-series contain significant non-linearity and that the ANN can be utilized effectively. The ANN model is compared with a linear regression model. Non-linearity is shown by deduction via a comparison of experimental results using the ANN and linear regression models. The experiments are based on actual monthly (four-week) period datasets, and the performance of the models is formally evaluated. The conclusions are positive but not conclusive possibly due to the limitations of the data set.

Item Type: Book Section
Subjects: H600 Electronic and Electrical Engineering
Department: Faculties > Engineering and Environment > Mathematics, Physics and Electrical Engineering
Depositing User: Krishna Busawon
Date Deposited: 04 Mar 2013 12:12
Last Modified: 01 Aug 2021 07:02
URI: http://nrl.northumbria.ac.uk/id/eprint/11307

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics