Skip to main content

A Comparative Study of CSO and PSO Trained Artificial Neural Network for Stock Market Prediction

  • Conference paper
  • 1619 Accesses

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 204))

Abstract

Stock market prediction is the act of trying to determine the future value of a company stock of other financial Instrument traded on a financial exchange. This paper presents a comparison between, PSO and CSO trained Neural Network to predict the stock rates by preparing data which acts as input. The data is prepared in such a way that the external factors like traditional issues can be mitigated. Earlier Neural Network was trained using Back Propagation algorithm but it converges to local optima and cannot be applied to discrete functions. Sow we have chosen PSO and CSO optimization algorithm to train the Neural Network. The results show that training neural network with such data gives a better performance.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Suresh, C., Abhilash, K., Mounica, V., Satapathy, S.C.: Cat Swarm Optimization Based Neural Network and Particle swarm optimization Based Neural Network in Stock Rates Prediction

    Google Scholar 

  2. Khan, A.U., et al.: Genetic Algorithm Based Back propagation Neural Network Performs better than Back propagation Neural Network in Stock Rates Prediction, Glow Gift, Bhopal (2005)

    Google Scholar 

  3. Zhang, X., Chen, Y.: Stock Index Forecasting Using PSO Based Selective Neural Network Ensemble

    Google Scholar 

  4. Hamid, S.A.: Primer on using neural networks for forecasting market variables. In: Proceedings of the a Conference at School of Business, Southern New Hampshire University (2004)

    Google Scholar 

  5. Majhi, R., Panda, G.: Robust Prediction of Stock Indices using PSO based Adaptive Linear Combiner (2009)

    Google Scholar 

  6. Adya, M., Collopy, F.: How Effective are Neural Networks at Forecasting and Prediction? A Review and Evaluation. Journal of Forecasting (1998)

    Google Scholar 

  7. Khan, A.U., et al.: Stock Rate Prediction Using Back Propagation Algorithm: Analyzing the prediction accuracy with different number of hidden layers, Glow Gift, Bhopal (2005)

    Google Scholar 

  8. Bergerson, K., Wunsch, D.: A commodity trading model based on a neural network- expert system hybrid. In: IJCNN 1991, Seattle International Joint Conference, July 8-14, vol. 1, pp. 289–293 (1991)

    Google Scholar 

  9. Chu, S.-C.: Computational Intelligence Based on the Behaviour of Cats-And it’s Applications, Taiwan (2006)

    Google Scholar 

  10. White, H.: Economic prediction using neural networks: The case of IBM daily stock returs. In: Neural Networks in Finance and Investing, ch. 18, pp. 315–328. Probus Publishing Company (1993)

    Google Scholar 

  11. Mizuno, H., Kosaka, M., Yajima, H., Komoda, N.: Application of Neural Network to Technical Analysis of Stock Market Prediction. Studies in Informatic and Control 7(3), 111–120 (1998)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2011 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Chittineni, S., Mounica, V., Abhilash, K., Satapathy, S.C., Prasad Reddy, P.V.G.D. (2011). A Comparative Study of CSO and PSO Trained Artificial Neural Network for Stock Market Prediction. In: Nagamalai, D., Renault, E., Dhanuskodi, M. (eds) Trends in Computer Science, Engineering and Information Technology. CCSEIT 2011. Communications in Computer and Information Science, vol 204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-24043-0_20

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-24043-0_20

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-24042-3

  • Online ISBN: 978-3-642-24043-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics