Neuro Fuzzy based Techniques for Predicting Stock Trends
In this paper we discuss about Prediction of stock market returns.Artificial neural networks (ANNs) have been popularly applied to finance problems such as stock exchange index prediction, bankruptcy prediction and corporate bond classification. An ANN model essentially mimics the learning capability of the human brain. A Fuzzy system can uniformly approximate any real continuous function on a compact domain to any degree of accuracy. HereNeuro Fuzzy approaches for predicting financial time series are investigated and shown to perform well in the context of various trading strategies involving stocks. The horizon of prediction is typically a few days and trading strategies are examined using historical data. Methodologies are presented wherein neural predictors are used to anticipate the general behavior of financial indexes in the context of stocks and options trading. The methodologies are tested with actual financial data and shown considerable promise as a decision making and planning tool. In this paper methods are designed to predict 10-15 days of stock returns in advance.
Keywords: Keywords- Stock, ANFIS, Finance, Trading
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ABOUT THE AUTHORS
Hemanth Kumar P.
Hemanth Kumar P. currently pursuing Ph.D.in the stream of Computer Science Engineering from Visvesvaraya Technological University Resource Research Centre, Belgaum, Karnataka had received his Master\'s degree in branch Digital Communication from National Institute of Technology (MANIT) Bhopal, Madhya Pradesh, India in the year 2010 and Bachelor\'s Degree from Global Academy of Technology, Bangalore in 2008. Currently working as Assistant Professor in AMC Engineering College, Bangalore in Department of Electronics & Communication Engineering. My area of interest include Neural Network, Data Mining, Image Processing, Communication etc. He has have two years of Teaching Experience and guided four M.Tech projects successfully.
Prashanth K B
Prashanth K. B. is currently working as Project Lead at HCL Technologies in Aerospace domain as Lead Engineer at HCL Technologies and Member Technical Staff at HCL Technologies, Bangalore India. He has 8 years of Industrial experience.He is currently Pursuing his M.Sc in Computer Science and Engineering in Visvesvaraya Technological University Resource Research Centre, Belgaum, India and has obtained his Bachelor\'s fromUBDT College of Engineering, Davangere in 2004. His subject of interest include Neural Network, Data Mining, Patteren Recognition, Fuzzy system and Hybrid models etc.
Nirmala T V
Nirmala T V. is currently working as Test Lead at Aditi Technologies, Bangalore India in Gambling domain. She has 8 years of Industrial experience. She is currently Pursuing herM.Sc in Computer Science and Engineering in Visvesvaraya Technological University Resource Research Centre, Belgaum, India and has obtained herBachelor\'s from UBDT College of Engineering, Davangere in 2004. Hersubject of interest include Neural Network, Data Mining, Patteren Recognition, Fuzzy system and Hybrid models etc.
S.Basavaraj Patil
Dr. S.BASAVARAJ PATIL isProfessor & Head, CSE Deptt., BTL Institute of Technology and he is also Principal Consultant & Founder, Predictive Research. Started career as Faculty Member in Vijayanagar Engineering College, Bellary (1995-1997). Then carried out Ph.D.Research work on Neural Network based Techniques for Pattern Recognition in the area Computer Science & Engineering. Along with that took initiatives to bring several central government projects (AICTE sponsored) and executed successfully. Also consulted many software companies (ArisGlobal, Manthan Systems, etc.,) in the area of data mining and pattern recognition. Later joined Industry(2003-2004) and worked in diversified domains in the Pharma, Retail and Finance in the predictive analytics space in different capacities such as Technical Architect, Technology Consultant, Manager and Assistant Vice President (2004-2010). The last one was Assistant Vice President, Equity Quantitative Research with HSBC for around five years. He was responsible for building the revenue generating global quantitative research team at HSBC, Bangalore, that spread across different geographical locations such as London, Hongkong and Bangalore from scratch. For smaller stints he also worked at Canary wharf, HSBC Headquarters, London. His areas of research interests are Neural Networks and Genetic Algorithms. He founded Predictive Research in 2011. Now the Company has domestic and international client base and staff strength of 12 people. He is presently mentoring two PhD and one MSc (Engg by Research) Students. He has published around 12 International, 8 National (in referred journals and conferences) and 14 Commercial Research Papers (with HSBC Global Research). His total experience is 19 years in Teaching and Research (10 years in Teaching and 9 years in Industry)
Hemanth Kumar P.
Hemanth Kumar P. currently pursuing Ph.D.in the stream of Computer Science Engineering from Visvesvaraya Technological University Resource Research Centre, Belgaum, Karnataka had received his Master\'s degree in branch Digital Communication from National Institute of Technology (MANIT) Bhopal, Madhya Pradesh, India in the year 2010 and Bachelor\'s Degree from Global Academy of Technology, Bangalore in 2008. Currently working as Assistant Professor in AMC Engineering College, Bangalore in Department of Electronics & Communication Engineering. My area of interest include Neural Network, Data Mining, Image Processing, Communication etc. He has have two years of Teaching Experience and guided four M.Tech projects successfully.
Prashanth K B
Prashanth K. B. is currently working as Project Lead at HCL Technologies in Aerospace domain as Lead Engineer at HCL Technologies and Member Technical Staff at HCL Technologies, Bangalore India. He has 8 years of Industrial experience.He is currently Pursuing his M.Sc in Computer Science and Engineering in Visvesvaraya Technological University Resource Research Centre, Belgaum, India and has obtained his Bachelor\'s fromUBDT College of Engineering, Davangere in 2004. His subject of interest include Neural Network, Data Mining, Patteren Recognition, Fuzzy system and Hybrid models etc.
Nirmala T V
Nirmala T V. is currently working as Test Lead at Aditi Technologies, Bangalore India in Gambling domain. She has 8 years of Industrial experience. She is currently Pursuing herM.Sc in Computer Science and Engineering in Visvesvaraya Technological University Resource Research Centre, Belgaum, India and has obtained herBachelor\'s from UBDT College of Engineering, Davangere in 2004. Hersubject of interest include Neural Network, Data Mining, Patteren Recognition, Fuzzy system and Hybrid models etc.
S.Basavaraj Patil
Dr. S.BASAVARAJ PATIL isProfessor & Head, CSE Deptt., BTL Institute of Technology and he is also Principal Consultant & Founder, Predictive Research. Started career as Faculty Member in Vijayanagar Engineering College, Bellary (1995-1997). Then carried out Ph.D.Research work on Neural Network based Techniques for Pattern Recognition in the area Computer Science & Engineering. Along with that took initiatives to bring several central government projects (AICTE sponsored) and executed successfully. Also consulted many software companies (ArisGlobal, Manthan Systems, etc.,) in the area of data mining and pattern recognition. Later joined Industry(2003-2004) and worked in diversified domains in the Pharma, Retail and Finance in the predictive analytics space in different capacities such as Technical Architect, Technology Consultant, Manager and Assistant Vice President (2004-2010). The last one was Assistant Vice President, Equity Quantitative Research with HSBC for around five years. He was responsible for building the revenue generating global quantitative research team at HSBC, Bangalore, that spread across different geographical locations such as London, Hongkong and Bangalore from scratch. For smaller stints he also worked at Canary wharf, HSBC Headquarters, London. His areas of research interests are Neural Networks and Genetic Algorithms. He founded Predictive Research in 2011. Now the Company has domestic and international client base and staff strength of 12 people. He is presently mentoring two PhD and one MSc (Engg by Research) Students. He has published around 12 International, 8 National (in referred journals and conferences) and 14 Commercial Research Papers (with HSBC Global Research). His total experience is 19 years in Teaching and Research (10 years in Teaching and 9 years in Industry)
