2008
DOI: 10.3923/jai.2008.70.77
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Stock Price Direction Prediction Using Artificial Neural Network Approach: The Case of Turkey

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Cited by 28 publications
(17 citation statements)
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“…The optimization process converged at the 100th generation. The estimated ( , ℎ, ) is (5,10,27) with the best fitness value is 1.426.…”
Section: Generate Alternative Solutionsmentioning
confidence: 99%
See 2 more Smart Citations
“…The optimization process converged at the 100th generation. The estimated ( , ℎ, ) is (5,10,27) with the best fitness value is 1.426.…”
Section: Generate Alternative Solutionsmentioning
confidence: 99%
“…For Brent crude oil price series, (5,13,26) is the final solution of ( , ℎ, ) by − inference. For WTI crude oil price series, (5,10,27) is the final solution of ( , ℎ, ) by − V inference. To present spatial structure of inference knowledge, three-dimensional stereograms of information distribution matrix at the final solutions are plotted in Figure 2.…”
Section: Pareto Solutionsmentioning
confidence: 99%
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“…The motivation for the development of neural network technology stemmed from the desire to develop an artificial system that could perform "intelligent" tasks similar to those performed by the human [12] Further, Eriki and Udegbunam used an ANN for evaluating the prices of housing units in Nigeria. [13] In this paper, the performance analysis of Back Propagation Network (BPN) and Multi Layer Perceptron (MLP) is discussed.…”
Section: Artificial Neural Network (Ann)mentioning
confidence: 99%
“…In a different but related application, the NN was used to capture the underlying rules of movements in currency exchange rates with reasonable results in [8]. The use of Artificial Neural Networks to predict stock market behavior in terms of its direction was reported in [9] for Istanbul Stock Exchange where the historical data was grouped in seven different prediction systems models to which eight different ANN and Logistics Regressions models were applied. Chena et al [10] used the probabilistic neural network (PNN) to forecast the direction of Taiwan Stock Marekt Index return using historical data.…”
Section: Introductionmentioning
confidence: 99%