论文信息 - Prediction of Stock Market in Nigeria Using Artificial Neural Network

Prediction of Stock Market in Nigeria Using Artificial Neural Network

Prediction of Nigerian stock market is almost not done by any researcher and is an important factor which can be used to determine the viability of Nigerian stock market. In this paper, the prediction models were developed using Artificial Neural Network. The result of the prediction of Nigerian Stock Exchange (NSE) market index value of selected banks using Artificial Neural Network was presented. The multi- layer feed forward neural network was used, so that each output unit is told what its desired response to input signals ought to be. This work has confirmed the fact that artificial neural network can be used to predict future stock prices. The data collection period is from 2003 to 2006.

Emmanuel R. Adagunodo | Peter Adebayo Idowu | Aderonke Anthonia Kayode | Chris Osakwe

[1] Arun V. Holden,et al. Neural Networks: Theory and Architecture , 1990 .

[2] M. Kosaka,et al. Application Of Neural Network To Technical Analysis Of Stock Market Prediction , 2001 .

[3] Kazuo Asakawa,et al. Stock market prediction system with modular neural networks , 1990, 1990 IJCNN International Joint Conference on Neural Networks.

[4] Heekuck Oh,et al. Neural Networks for Pattern Recognition , 1993, Adv. Comput..

[5] Alison Carling,et al. Introducing neural networks , 1992 .

[6] Birol Yildiz. Prediction of Financial Failure With Artificial Neural Network Technology and an Empirical Application on Publicly Held Companies , 2001 .

[7] Yang Bing,et al. Stock Market Prediction Using Artificial Neural Networks , 2012 .

[8] Renate Sitte,et al. Analysis of the predictive ability of time delay neural networks applied to the S&P 500 time series , 2000, IEEE Trans. Syst. Man Cybern. Part C.

[9] A. Timmermann,et al. A RECURSIVE MODELING APPROACH TO PREDICTING STOCK RETURNS , 2000 .

[10] M. Hashem Pesaran,et al. A Recursive Modelling Approach to Predicting UK Stock Returns , 2000 .

[11] Chung Kim Kwong,et al. Financial Forecasting Using Neural Network or Machine Learning Techniques , 2001 .