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International Journal of Statistika And Mathematika, ISSN:2249-8605

 Volume 1, Issue 1, 2011 pp 08-15

Date of Publish: 30 Aug 2011

 

Research Article

 

Methodologies for Prediction of Stock Market: An Artificial Neural Network

 

R.K. Dase1, D. D. Pawar2, D.S. Daspute3

 

1Assistant Professor, MGM�s Medical College, Aurangabad(MS), INDIA

 

2Associate Professor and Chairman of BOS in Statistics,

N.E.S. Science College , Nanded

Maharastra , INDIA

 

3Assistant Professor, MIMSR Medical College, Latur(MS), INDIA

Received 26 August 2011; Accepted 30 August 2011

Academic Editor: Dr. Jadhav V.A.

References

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[8]  Kunwar Singh Vaisla and Authosh kumar Bhaatt,�An Analysis of performance of  Artificial Neural Network technique for stock market forecasting�,  International Journal on Computer Science and Engineering Vol. 02, No. 06, pp2104-2109, 2010.

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[10]Malkei B. G..). A random walk down wall street. New York, London: W. W. Norton & Company, 7th ed, 1999

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[12]Quig Cao,Kary B.Leggio and Marc J.Schniederjans � A Comparison between Fema and French�s model and artificial neural networks in predicting the Chinese stock market�, Computers and operation Research,vol .32 ,pp2499-2512,2005.

[13]Qing Cao, Mark E.Parry and Karyl B.Leggio �The three-factor model and artificial neural networks; predicting stock price movement in china�, Springer science and business Media vol.250, 2009.

[14]Roza Gharoie Ahangar,Mahmood yahyazadehfar & Hassan Pournaghshband,� The comparison of methods Artificial Neural Network with linear regression using specific variables for prediction stock prices in Tehran stock Exchange�, International journal of computer science and Information Security ,vol.7,no.2, pp38-46, Feb 2010.

[15]Pesaran H. M. & Timmermann A. Forecasting stock returns: An examination of stock market trading in the presence of transaction costs. Journal of Forecasting,  Vol. 13, pp 335-367,1994.

[16] Yuehui Chen, Bo Yang and Ajith Abraham,�Flexiable Neural Trees ensemble for Stock index modeling� Neurocomputing, vol.70, pp 697-703, 2007

 
 
 
 
 
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