Forecasting Stock Price by Using Artificial Neural Networks

Machine learning is widely used in predicting the stock prices. A stock market trade is an activity that requires investors to obtain accurate and timely information in order to make informed decisions. Due to the large number of stocks that are traded on a stock exchange, a variety of factors...

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Main Author: Nur’azra Alia Nisa, Zulpakar
Format: Final Year Project Report
Language:English
English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2023
Subjects:
Online Access:http://ir.unimas.my/id/eprint/44058/1/Nur%E2%80%99azra%20Alia%20Nisa%20%2824pgs%29.pdf
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spelling my.unimas.ir.440582024-01-11T03:00:30Z http://ir.unimas.my/id/eprint/44058/ Forecasting Stock Price by Using Artificial Neural Networks Nur’azra Alia Nisa, Zulpakar T Technology (General) Machine learning is widely used in predicting the stock prices. A stock market trade is an activity that requires investors to obtain accurate and timely information in order to make informed decisions. Due to the large number of stocks that are traded on a stock exchange, a variety of factors are considered in the decision-making process. In addition, it is also difficult to predict the behaviour of stock prices due to the uncertainty associated with them. There have been a number of studies conducted on the topic of forecasting stock values using machine learning. Hence, in this study, an Artificial Neural Network model is proposed as a machine learning algorithm for forecasting stock prices. This study utilizes the daily stock prices of Apple Inc. and Microsoft Corp gathered from the NASDAQ stock exchange. The processed data are then evaluated using the Root Mean Square Error (RMSE) and Absolute Error to analyse the performance of the model proposed. Universiti Malaysia Sarawak, (UNIMAS) 2023 Final Year Project Report NonPeerReviewed text en http://ir.unimas.my/id/eprint/44058/1/Nur%E2%80%99azra%20Alia%20Nisa%20%2824pgs%29.pdf text en http://ir.unimas.my/id/eprint/44058/2/Nur%E2%80%99azra%20Alia%20Nisa%20%28fulltext%29.pdf Nur’azra Alia Nisa, Zulpakar (2023) Forecasting Stock Price by Using Artificial Neural Networks. [Final Year Project Report] (Unpublished)
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
English
topic T Technology (General)
spellingShingle T Technology (General)
Nur’azra Alia Nisa, Zulpakar
Forecasting Stock Price by Using Artificial Neural Networks
description Machine learning is widely used in predicting the stock prices. A stock market trade is an activity that requires investors to obtain accurate and timely information in order to make informed decisions. Due to the large number of stocks that are traded on a stock exchange, a variety of factors are considered in the decision-making process. In addition, it is also difficult to predict the behaviour of stock prices due to the uncertainty associated with them. There have been a number of studies conducted on the topic of forecasting stock values using machine learning. Hence, in this study, an Artificial Neural Network model is proposed as a machine learning algorithm for forecasting stock prices. This study utilizes the daily stock prices of Apple Inc. and Microsoft Corp gathered from the NASDAQ stock exchange. The processed data are then evaluated using the Root Mean Square Error (RMSE) and Absolute Error to analyse the performance of the model proposed.
format Final Year Project Report
author Nur’azra Alia Nisa, Zulpakar
author_facet Nur’azra Alia Nisa, Zulpakar
author_sort Nur’azra Alia Nisa, Zulpakar
title Forecasting Stock Price by Using Artificial Neural Networks
title_short Forecasting Stock Price by Using Artificial Neural Networks
title_full Forecasting Stock Price by Using Artificial Neural Networks
title_fullStr Forecasting Stock Price by Using Artificial Neural Networks
title_full_unstemmed Forecasting Stock Price by Using Artificial Neural Networks
title_sort forecasting stock price by using artificial neural networks
publisher Universiti Malaysia Sarawak, (UNIMAS)
publishDate 2023
url http://ir.unimas.my/id/eprint/44058/1/Nur%E2%80%99azra%20Alia%20Nisa%20%2824pgs%29.pdf
http://ir.unimas.my/id/eprint/44058/2/Nur%E2%80%99azra%20Alia%20Nisa%20%28fulltext%29.pdf
http://ir.unimas.my/id/eprint/44058/
_version_ 1789430356173127680
score 13.250246