Abstract
Abstract: One of the most important tasks in developing investment portfolios is forecasting a financial time series, such as stock market patterns. This stage is tough due to its complexity and the presence of several factors that could alter the value of certain securities. We demonstrated in this article that the Nigerian stock market is ineffective by employing contradiction. Two years' worth of representative stock prices from multiple banks' stocks were examined using a feed forward neural network with backpropagation. The simulation results and price forecast suggest that it is possible to consistently earn good returns on investing in the Nigerian stock market by leveraging private information (PI) from the artificial neural network indicator
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