DOIONLINE

DOIONLINE NO - IJMAS-IRAJ-DOIONLINE-16896

Publish In
International Journal of Management and Applied Science (IJMAS)-IJMAS
Journal Home
Volume Issue
Issue
Volume-6,Issue-1  ( Jan, 2020 )
Paper Title
Using Neural Network to Predict Stock Price: Using SP500 as an example
Author Name
Yitian Sun
Affilition
Canterbury School, New Milford, CT, USA
Pages
114-117
Abstract
The study uses multilayer neural network to predict the stock price and tests whether the stimulated prediction is aligned with the actual stock returns through mean squared error (MSE) value. Acquired from Yahoo Finance, S&P 500 stock data ranged from January 2002 to July 2019 are the sample for the study. Through comparing the MSE value obtained from multilayer neural network with those of other machine learning forecasting methods, random forest regression, gradient boosting, and support vector machine (SVM), the results demonstrate the former method to be the most effective. Keywords - Machine Learning, Mean Squared Error, Multilayer Neural Networks, Stock Price Prediction
  View Paper