Financial stock market forecast using data mining in Palestine

Other Title(s)

التنبؤ بأسعار الأسهم في فلسطين باستخدام تقنيات التنقيب

Joint Authors

Abu Zir, Yusuf
Barakah, Abd al-Rahman M.

Source

Palestinian Journal of Technology and Applied Sciences

Issue

Vol. 2019, Issue 2 (31 Jan. 2019), pp.38-48, 11 p.

Publisher

al-Quds Open University Deanship of Scientific Research and Graduate Studies

Publication Date

2019-01-31

Country of Publication

Palestine (West Bank)

No. of Pages

11

Main Topic

Banking and Financial Sciences

Topics

Abstract EN

This research involves building a model for forecasting stock price movements using data mining techniques with Artificial Intelligence classifier.

Concerning the forecasting problem, we tackle the challenge of choosing Palestinian Stock Exchange (PSX) as an input data in the period between 2005-2017 and processing it accordingly to improve the predicting accuracy for the Palestinian stock market prices.

We also address the issue of evaluating the prediction performance.

Our results show that the best configuration for ANN is 6-5-1, which means six inputs, five neurons in hidden layer and one output.

ANN classifier is feed-forward multilayer perceptron neural network that is trained with back propagation algorithm.

In addition, the results show we have a high degree of accuracy for prediction (0.010 +/- 0.000 for Root Mean Squared Error), this accuracy is higher than other related researches

American Psychological Association (APA)

Abu Zir, Yusuf& Barakah, Abd al-Rahman M.. 2019. Financial stock market forecast using data mining in Palestine. Palestinian Journal of Technology and Applied Sciences،Vol. 2019, no. 2, pp.38-48.
https://search.emarefa.net/detail/BIM-860571

Modern Language Association (MLA)

Abu Zir, Yusuf& Barakah, Abd al-Rahman M.. Financial stock market forecast using data mining in Palestine. Palestinian Journal of Technology and Applied Sciences No. 2 (Jan. 2019), pp.38-48.
https://search.emarefa.net/detail/BIM-860571

American Medical Association (AMA)

Abu Zir, Yusuf& Barakah, Abd al-Rahman M.. Financial stock market forecast using data mining in Palestine. Palestinian Journal of Technology and Applied Sciences. 2019. Vol. 2019, no. 2, pp.38-48.
https://search.emarefa.net/detail/BIM-860571

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references : p. 47-48

Record ID

BIM-860571