Article Per Year (5 Year)
p-Index From 2019 - 2024
0
P-Index
This Author published in this journals
All Journal JOIV : International Journal on Informatics Visualization
Thanh Tung Khuat
University of Science and Technology, Vietnam
Computer Science & IT

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
An Application of Artificial Neural Networks and Fuzzy Logic on the Stock Price Prediction Problem Thanh Tung Khuat; My Hanh Le
JOIV : International Journal on Informatics Visualization Vol 1, No 2 (2017)
Publisher : Politeknik Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1499.134 KB) | DOI: 10.30630/joiv.1.2.20

Abstract

The financial industry has been becoming more and more dependent on advanced computing technologies in order to maintain competitiveness in a global economy. Hence, the stock price prediction problem using data mining techniques is one of the most important issues in finance. This field has attracted great scientific interest and has become a crucial research area to provide a more precise prediction process. Fuzzy logic (FL) and Artificial Neural Network (ANN) present an exciting and promising technique with a wide scope for the applications of prediction. There is a growing interest in both fields of fuzzy logic computing and the financial world in the use of fuzzy logic to predict future changes in prices of stocks, exchange rates, commodities, and other financial time series. Fuzzy logic provides a way to draw definite conclusions from vague, ambiguous or imprecise information. Artificial Neural Network is one of data mining techniques being widely accepted in the business area due to its ability to learn and detect relationships among nonlinear variables. The ANN outperforms statistical regression models and also allows deeper analysis of large data sets, especially those that have the tendency to fluctuate within a short of time period. In this paper, we investigate the ability of Fuzzy logic and multilayer perceptron (MLP), which is a kind of the ANN, to tackle the financial time series stock forecasting problem. The proposed approaches were tested on the historical price data collected from Yahoo Finance with different companies. Furthermore, the comparison between those techniques is performed to examine their effectiveness.
Co-Authors My Hanh Le