Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques
The stock market is non-linear in nature, making forecasting a very complicated, challenging and uncertain process. Employing traditional methods may not ensure the reliability of stock prediction. In this paper, we have applied both data mining and optimized neural network in stock prediction with...
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| Language: | en |
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Old City Publishing
2017
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| Online Access: | http://umpir.ump.edu.my/id/eprint/19909/1/Stock%20Market%20Prediction%20with%20Big%20Data%20Through%20Hybridization%20of%20Data%20Mining%20and%20Optimized%20Neural%20Network%20Techniques.pdf http://umpir.ump.edu.my/id/eprint/19909/ http://www.oldcitypublishing.com/journals/mvlsc-home/mvlsc-issue-contents/mvlsc-volume-29-number-1-2-2017/mvlsc-29-1-2-p-157-181/ |
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| _version_ | 1831525245013458944 |
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| author | Das, Debashish Sadiq, Ali Safa Noraziah, Ahmad Lloret, Jaime |
| author_facet | Das, Debashish Sadiq, Ali Safa Noraziah, Ahmad Lloret, Jaime |
| author_sort | Das, Debashish |
| building | UMPSA Library |
| collection | Institutional Repository |
| content_provider | Universiti Malaysia Pahang Al-Sultan Abdullah |
| content_source | UMPSA Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | The stock market is non-linear in nature, making forecasting a very complicated, challenging and uncertain process. Employing traditional methods may not ensure the reliability of stock prediction. In this paper, we have applied both data mining and optimized neural network in stock prediction with big data. Data mining allows for useful information to be extracted from a huge data set whilst neural network is capable in predicting future trends from large databases; the hybridization of both these techniques can therefore achieve much reliable and robust prediction. This paper has attempted to make a better prediction result for a complicated stock market. In this research, we have collected data from IT Sector organizations of the Dhaka Stock Exchange, which is an emerging stock market and applied K-means clustering of data mining to select the highly increasing securities, Nonlinear autoregressive neural network technique is applied to predict the stock price. The prediction performance through the hybridization is evaluated and positive performance improvement of prediction is observed which is encouraging for investors. |
| format | Article |
| id | my.ump.umpir.19909 |
| institution | Universiti Malaysia Pahang |
| language | en |
| publishDate | 2017 |
| publisher | Old City Publishing |
| record_format | eprints |
| spelling | my.ump.umpir.199092018-03-29T08:02:20Z http://umpir.ump.edu.my/id/eprint/19909/ Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques Das, Debashish Sadiq, Ali Safa Noraziah, Ahmad Lloret, Jaime QA75 Electronic computers. Computer science The stock market is non-linear in nature, making forecasting a very complicated, challenging and uncertain process. Employing traditional methods may not ensure the reliability of stock prediction. In this paper, we have applied both data mining and optimized neural network in stock prediction with big data. Data mining allows for useful information to be extracted from a huge data set whilst neural network is capable in predicting future trends from large databases; the hybridization of both these techniques can therefore achieve much reliable and robust prediction. This paper has attempted to make a better prediction result for a complicated stock market. In this research, we have collected data from IT Sector organizations of the Dhaka Stock Exchange, which is an emerging stock market and applied K-means clustering of data mining to select the highly increasing securities, Nonlinear autoregressive neural network technique is applied to predict the stock price. The prediction performance through the hybridization is evaluated and positive performance improvement of prediction is observed which is encouraging for investors. Old City Publishing 2017 Article PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/19909/1/Stock%20Market%20Prediction%20with%20Big%20Data%20Through%20Hybridization%20of%20Data%20Mining%20and%20Optimized%20Neural%20Network%20Techniques.pdf Das, Debashish and Sadiq, Ali Safa and Noraziah, Ahmad and Lloret, Jaime (2017) Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques. Journal of Multiple-Valued Logic and Soft Computing, 29 (1-2). pp. 157-181. ISSN 1542-3980(print); 1542-3999(online). (Published) http://www.oldcitypublishing.com/journals/mvlsc-home/mvlsc-issue-contents/mvlsc-volume-29-number-1-2-2017/mvlsc-29-1-2-p-157-181/ |
| spellingShingle | QA75 Electronic computers. Computer science Das, Debashish Sadiq, Ali Safa Noraziah, Ahmad Lloret, Jaime Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques |
| title | Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques |
| title_full | Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques |
| title_fullStr | Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques |
| title_full_unstemmed | Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques |
| title_short | Stock Market Prediction with Big Data Through Hybridization of Data Mining and Optimized Neural Network Techniques |
| title_sort | stock market prediction with big data through hybridization of data mining and optimized neural network techniques |
| topic | QA75 Electronic computers. Computer science |
| url | http://umpir.ump.edu.my/id/eprint/19909/1/Stock%20Market%20Prediction%20with%20Big%20Data%20Through%20Hybridization%20of%20Data%20Mining%20and%20Optimized%20Neural%20Network%20Techniques.pdf http://umpir.ump.edu.my/id/eprint/19909/ http://www.oldcitypublishing.com/journals/mvlsc-home/mvlsc-issue-contents/mvlsc-volume-29-number-1-2-2017/mvlsc-29-1-2-p-157-181/ |
| url_provider | http://umpir.ump.edu.my/ |