International Journal of Swarm Intelligence and Evolutionary Computation

International Journal of Swarm Intelligence and Evolutionary Computation
Open Access

ISSN: 2090-4908

+1 218 451 2974

Dipti Yadav

Dipti Yadav

India

Publications
  • Research Article
    Artificial Neural Networks Based Indian Stock Market Price Prediction: Before and After Demonetization
    Author(s): Siddheshwar Chopra, Dipti Yadav and Anu Nagpal ChopraSiddheshwar Chopra, Dipti Yadav and Anu Nagpal Chopra

    In this paper, stock market price prediction ability of Artificial Neural Networks (ANN) is investigated before andafter demonetization in India. Demonetization is the act by government of stripping a currency unit of its status aslegal tender. Nine stocks and CNX NIFTY50 index are considered for future value prediction. Nine stocks aresubdivided in terms of volatility and capitalization. Dataset for training, testing and validation of each stock underconsideration is of at least eight years. Multilayered Neural networks are trained by Levenberg-Marquardt algorithm,hidden layer transfer function is tangent sigmoid, and output layer transfer function is pure linear. Several networksare made by varying the number of neurons to achieve minimum Mean Squared Error (MSE) for an optimumaccuracy. Regression values found during training state are 0.999.. Read More»

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