Granular neural web agents for stock prediction

A granular neural Web-based stock prediction agent is developed using the granular neural network (GNN) that can discover fuzzy rules. Stock data sets are downloaded from www.yahoo.com website. These data sets are inserted into the database tables using a java program. Then, the GNN is trained using sample data for any stock. After learning from the past stock data, the GNN is able to use discover fuzzy rules to make future predictions. After doing simulations with six different stocks (msft, orcl, dow, csco, ibm, km), it is conclusive that the granular neural stock prediction agent is giving less average errors with large amount of past training data and high average errors in case of fewer amounts of past training data. Java Servlets, Java Script and jdbc are used. SQL is used as the back-end database. The performance of the GNN algorithm is compared with the performance of the BP algorithm by training the same set of data and predicting the future stock values. The average error of ...

• Type: Journal
• Year: 2002
• Where: SOCO
• Authors: Yan-Qing Zhang, Somasheker Akkaladevi, George J. Vachtsevanos, Tsau Young Lin
• Keywords: Average Error, SOCO 2002, Software Engineering, Stock, Stock Prediction Agent