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International Journal of Scientific and Engineering Research
ISSN Online 2229-5518
ISSN Print: 2229-5518 1    
Website: http://www.ijser.org
scirp IJSER >> Volume 3,Issue 1,January 2012
Comparative study of Financial Time Series Prediction By Artificial Neural Network with Gradient Descent Learning
Full Text(PDF, )  PP.206-212  
Arka Ghosh
Financial Forecasting,Financial Timeseries Feedforward Multilayer Artificial Neural Netw ork,Recurrent Timedelay Neural Netw ork,Backpropagation,Gradient descent.
Financial forecasting is an example of a signal processing problem which is challenging due to Small sizes, high noise, non-stationarity, and non-linearity,but fast forecasting of stock market price is very important for strategic business planning.Present study is aimed to develop a comparative predictive model with Feedforward Multilayer Artificial Neural Network & Recurrent Time Delay Neural Network for the Financial Timeseries Prediction.This study is developed with the help of historical stockprice dataset made available by GoogleFinance.To develop this prediction model Backpropagation method with Gradient Descent learning has been implemented.Finally the Neural Net ,learned with said algorithm is found to be skillful predictor for non-stationary noisy Financial Timeseries
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