ICSSCCET 2015

International Conference on Systems, Science, Control, Communication, Engineering and Technology 2015

 


ICSSCCET 2015 Kokula Krishna Hari K
Publication Meta Value
Short Title ICSSCCET 2015
Publisher ASDF, India
ISBN 13 978-81-929866-1-6
ISBN 10 81-929866-1-6
Language English
Type Hard Bound - Printed Book
Copyrights ICSSCCET Organizers / DCRC, London, UK
Editor-in-Chief Ramachandran T
Conference Dates 10 - 11, August 2015
Venue Country Karpagam Institute of Technology, Coimbatore, India
Submitted Papers 410
Acceptance Rate 4.11%
Website www.icssccet.org

Paper 032


Equity Portfolio Optimization Algorithm for Neural Networks

Equity Portfolio Optimization Algorithm for Neural Networks

K Keerthivasan1, S Gopinath2

1Professor & Head,2Assistant Professor, Department of ECE.
Karpagam Institute of Technology, Coimbatore.

Abstract

Stock trading point’s detection is a very interesting subject arising in numerous financial and economic planning problems. Here a Hybrid Intelligent system (HIS) method with dynamics time warping system for stock trading point’s detection is presented. The Hybrid intelligent system is able to generate numerous stocks trading points from the historic data base, and then the dynamic time warping system will be applied to retrieve similar stock price patterns from historic data for training the system. These trading points represent short-term trading signals for selling or buying stocks from the market. A Back-Propagation neural network and Genetic Algorithm is further applied to learn the connection weights from these historic trading points and afterwards it is applied to forecast the future trading points from the set of test data. Experimental results demonstrate that the Hybrid Intelligent system with genetic algorithm can make a significant amount of profit when compared with other approaches using stock data.

Author's Profile

K Keerthivasan : Profile

S Gopinath : Profile

Cite this Article as Follows

K Keerthivasan, S Gopinath."Equity Portfolio Optimization Algorithm for Neural Networks." International Conference on Systems, Science, Control, Communication, Engineering and Technology (2015): 151-154. Print.