Forecasting Purpose Data Analysis and Methodology Comparison of Neural Model Perspective

The goal of this paper is to compare and analyze the forecasting performance of two artificial neural network models (i.e., MLP (multi-layer perceptron) and DNN (deep neural network)), and to conduct an experimental investigation by data flow, not economic flow. In this paper, we investigate beyond the scope of simple predictions, and conduct research based on the merits and data of each model, so that we can predict and forecast the most efficient outcomes based on analytical methodology with fewer errors. In particular, we focus on identifying two models of neural networks (NN), a multi-layer perceptron (i.e., MLP) model and an excellent model between the neural network (i.e., DNN) model. At this time, predictability and accuracy were found to be superior in the DNN model, and in the MLP model, it was found to be highly correlated and accessible. The major purpose of this study is to analyze the performance of MLP and DNN through a practical approach based on an artificial neural network stock forecasting method. Although we do not limit SP Second, comparing the two models, the DNN model showed better accuracy in terms of data accessibility and prediction accuracy than MLP, and the error rate was also shown in the weekly and monthly data; Third, the difference in the prediction accuracy of each model is not statistically significant. However, these results are correlated with each other, and are considered robust because there are few error rates, thanks to the accessibility to various other prediction accuracy measurement methodologies.

[1]  David Enke,et al.  The use of data mining and neural networks for forecasting stock market returns , 2005, Expert Syst. Appl..

[2]  Yongwha Chung,et al.  CPU-GPU hybrid computing for feature extraction from video stream , 2014, IEICE Electron. Express.

[3]  Narasimhan Sundararajan,et al.  A generalized growing and pruning RBF (GGAP-RBF) neural network for function approximation , 2005, IEEE Transactions on Neural Networks.

[4]  Yudong Zhang,et al.  Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network , 2009, Expert Syst. Appl..

[5]  Brad S. Trinkle,et al.  Interpretable credit model development via artificial neural networks , 2007 .

[6]  Kimon P. Valavanis,et al.  Surveying stock market forecasting techniques - Part II: Soft computing methods , 2009, Expert Syst. Appl..

[7]  Alessandra Nurisso,et al.  MLP Tools: a PyMOL plugin for using the molecular lipophilicity potential in computer-aided drug design , 2014, Journal of Computer-Aided Molecular Design.

[8]  J. Dostrovsky,et al.  Effect of GPi pallidotomy on motor function in Parkinson's disease , 1995, The Lancet.

[9]  M. Avellaneda,et al.  Statistical arbitrage in the US equities market , 2010 .

[10]  Sungju Lee,et al.  Cloud-Based Parameter-Driven Statistical Services and Resource Allocation in a Heterogeneous Platform on Enterprise Environment , 2016, Symmetry.

[11]  E. Fama,et al.  A Five-Factor Asset Pricing Model , 2014 .

[12]  A. Malik,et al.  Artificial neural network modeling of the river water quality—A case study , 2009 .

[13]  James O. Berger,et al.  Ockham's Razor and Bayesian Analysis , 1992 .

[14]  Ashu Jain,et al.  Hybrid neural network models for hydrologic time series forecasting , 2007, Appl. Soft Comput..

[15]  Mark J. Kamstra,et al.  Forecast combining with neural networks , 1996 .

[16]  Giovanni Pau,et al.  An Innovative Approach for Forecasting of Energy Requirements to Improve a Smart Home Management System Based on BLE , 2017, IEEE Transactions on Green Communications and Networking.

[17]  Yongwha Chung,et al.  Real-time processing for intelligent-surveillance applications , 2017, IEICE Electron. Express.

[18]  Mohammad Bagher Menhaj,et al.  Training feedforward networks with the Marquardt algorithm , 1994, IEEE Trans. Neural Networks.

[20]  Kurt Hornik,et al.  Multilayer feedforward networks are universal approximators , 1989, Neural Networks.

[21]  Tingzhu Huang,et al.  Exponential stability of static neural networks with time delay and impulses , 2011 .

[22]  S. Hamid,et al.  Using neural networks for forecasting volatility of S&P 500 Index futures prices , 2004 .

[23]  Shouyang Wang,et al.  Forecasting stock market movement direction with support vector machine , 2005, Comput. Oper. Res..

[24]  Stanley G. Eakins,et al.  Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks , 2003 .

[25]  Diego Klabjan,et al.  Implementing deep neural networks for financial market prediction on the Intel Xeon Phi , 2015, WHPCF@SC.

[26]  Basabi Chakraborty,et al.  Estimating embedding parameters using structural learning of neural network , 2005 .

[27]  H. Gardner,et al.  Frames of Mind: The Theory of Multiple Intelligences , 1983 .

[28]  D. Ansari,et al.  Thinking about mechanisms is crucial to connecting neuroscience and education , 2009, Cortex.