Prediction of Future Stock Close Price using Proposed Hybrid ANN Model of Functional Link Fuzzy Logic Neural Model (FLFNM)

نویسنده

  • Kumaran Kumar
چکیده

in this paper, the prediction of future stock close price of SENSEX & NSE stock exchange is found using the proposed Hybrid ANN model of Functional Link Fuzzy Logic Neural Model. The historic raw data’s of SENSEX & NSE stock exchange has been pre-processed to the range of (0 to 1). After pre-processing the inputs and forwarded to functional expansion function to perform neural operation. The activation function of neuron has fuzzy sets in order to show the future close price range of SENSEX & NSE stock exchange. The model is trained with the pre-processed historic data’s of stock exchange and the prediction rate (Performance & Error rate) of the Proposed Hybrid ANN model of Functional Link Fuzzy Logic Neural Model is calculated at the testing phase using the performance metrics (MAPE & RMSE). KeywordsANN, FLFNM, RMSE, MAPE, SENSEX, NSE, Back propagation.

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تاریخ انتشار 2012