Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend
Joint Authors
Inthachot, Montri
Boonjing, Veera
Intakosum, Sarun
Source
Computational Intelligence and Neuroscience
Issue
Vol. 2016, Issue 2016 (31 Dec. 2015), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-11-15
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
This study investigated the use of Artificial Neural Network (ANN) and Genetic Algorithm (GA) for prediction of Thailand’s SET50 index trend.
ANN is a widely accepted machine learning method that uses past data to predict future trend, while GA is an algorithm that can find better subsets of input variables for importing into ANN, hence enabling more accurate prediction by its efficient feature selection.
The imported data were chosen technical indicators highly regarded by stock analysts, each represented by 4 input variables that were based on past time spans of 4 different lengths: 3-, 5-, 10-, and 15-day spans before the day of prediction.
This import undertaking generated a big set of diverse input variables with an exponentially higher number of possible subsets that GA culled down to a manageable number of more effective ones.
SET50 index data of the past 6 years, from 2009 to 2014, were used to evaluate this hybrid intelligence prediction accuracy, and the hybrid’s prediction results were found to be more accurate than those made by a method using only one input variable for one fixed length of past time span.
American Psychological Association (APA)
Inthachot, Montri& Boonjing, Veera& Intakosum, Sarun. 2016. Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend. Computational Intelligence and Neuroscience،Vol. 2016, no. 2016, pp.1-8.
https://search.emarefa.net/detail/BIM-1099630
Modern Language Association (MLA)
Inthachot, Montri…[et al.]. Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend. Computational Intelligence and Neuroscience Vol. 2016, no. 2016 (2015), pp.1-8.
https://search.emarefa.net/detail/BIM-1099630
American Medical Association (AMA)
Inthachot, Montri& Boonjing, Veera& Intakosum, Sarun. Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend. Computational Intelligence and Neuroscience. 2016. Vol. 2016, no. 2016, pp.1-8.
https://search.emarefa.net/detail/BIM-1099630
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1099630