DECISION SYSTEM FOR STOCK DATA FORECASTING BASED ON HOPFIELD ARTIFICIAL NEURAL NETWORK


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 network

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Published : 2016-05-10


Paluch, M., & Jackowska-Strumiłło, L. (2016). DECISION SYSTEM FOR STOCK DATA FORECASTING BASED ON HOPFIELD ARTIFICIAL NEURAL NETWORK. Informatyka, Automatyka, Pomiary W Gospodarce I Ochronie Środowiska, 6(2), 28-33. https://doi.org/10.5604/20830157.1201313

Michał Paluch  mpaluch@kis.p.lodz.pl
Lodz University of Technology, Institute of Applied Computer Science  Poland
Lidia Jackowska-Strumiłło 
Lodz University of Technology, Institute of Applied Computer Science  Poland