%0 Journal Article
%T Indian Stock Market Prediction Using Differential Evolutionary Neural Network Model
%A Puspanjali Mohapatra
%A Alok Raj
%A Tapas Kumar Patra
%J International Journal of Electronics Communication and Computer Technology
%D 2012
%I Nexus2world Publication
%X This paper presents a scheme using Differential Evolution based Functional Link Artificial Neural Network(FLANN) to predict the Indian Stock Market Indices. The Model uses Back-Propagation (BP) algorithm and Differential Evolution (DE) algorithm respectively for predicting the Stock Price Indices or one day, one week, two weeks and one month in advance.The Indian stock prices i.e. BSE (Bombay Stock Exchange), NSE,INFY etc. with few technical indicators are considered as input for the experimental data. In all the cases, DE outperforms the BP algorithm. The Mean Absolute Percentage Error (MAPE) performance evaluation. The MAPE and RMSE in case of DE are found to be very less in comparison to BP method. The simulation study has been done using Java-6 and NetBeans.
%K Stock Market Prediction
%K Functional Link Artificial Neural Network (FLANN)
%K Back-Propagation (BP) algorithm
%K Differential Evolution (DE)
%K Least Mean Square(LMS) Method
%U http://www.ijecct.org/v2n4/4.pdf