Abstract

Predicting closing stock price accurately is an challenging task. Computer aided systems have been proved to be helpful tool for stock prediction such as Artificial Neural Net-work(ANN), Adaptive Neuro Fuzzy Inference System (ANFIS) etc. Latest research works prove that Adaptive Neuro Fuzzy Inference System shows better results than Neural Network for stock prediction. In this paper, an improved Levenberg Marquardt(LM) training algorithm of artificial neural network has been proposed. Improved Levenberg Marquardt algorithm of neural network can predict the possible day-end closing stock price with less memory and time needed, provided previous historical stock market data of Dhaka Stock Exchange such as opening price, highest price, lowest price, total share traded. Morever, improved LM algorithm can predict day-end stock price with 53% less error than ANFIS and traditional LM algorithm. It also requires 30% less time, 54% less memory than traditional LM and 47% less time, 59% less memory than ANFIS.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.