DECISION SYSTEM FOR STOCK DATA FORECASTING BASED ON HOPFIELD ARTIFICIAL NEURAL NETWORK
Michał Paluch
mpaluch@kis.p.lodz.plLodz University of Technology, Institute of Applied Computer Science (Poland)
Lidia Jackowska-Strumiłło
Lodz University of Technology, Institute of Applied Computer Science (Poland)
Abstract
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.
Keywords:
Hybrid intelligent system, Hopfield artificial neural networkReferences
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Authors
Michał Paluchmpaluch@kis.p.lodz.pl
Lodz University of Technology, Institute of Applied Computer Science Poland
Authors
Lidia Jackowska-StrumiłłoLodz University of Technology, Institute of Applied Computer Science Poland
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