NDLI: Validation of Artificial Neural Network Model for Share Price UK Banking Sector Short-Term Trading

Content Provider	IEEE Xplore Digital Library
Author	Turkedjiev, E. Angelova, M. Busawon, K.
Copyright Year	2013
Description	Author affiliation: Fac. of Eng. & Environ., Northumbria Univ., Newcastle upon Tyne, UK (Turkedjiev, E.; Angelova, M.; Busawon, K.)
Abstract	The study's objective is to justify the use of the ANN for the short-term prediction of share prices, particularly in the banking sector. The assumption is that financial share time-series contain significant non-linearity and that the ANN can be utilized effectively. The ANN model is compared with a linear regression model. Non-linearity is shown by deduction via a comparison of experimental results using the ANN and linear regression models. Furthermore the ANN model is compared with another nonlinear type of model i.e. bilinear model as well. The experiments are based on actual monthly (four-week) period datasets, and the performance of the models is formally evaluated. The conclusions are positive and do merit further experimentation.
Sponsorship	IEEE UK/Ireland Sect. C Chapt.
Starting Page	6
Ending Page	11
File Size	634238
Page Count	6
File Format	PDF
ISBN	9781467364218
DOI	10.1109/UKSim.2013.31
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-04-10
Publisher Place	UK
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Validation Banking sector Computational modeling Linear regression Artificial neural networks Share prices Linear models Short-term share trading Bilinear model Financial shares Data models Numerical models Mathematical model
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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