Friday 29th of March 2024
 

Stocks selected using SOM and Genetic Algorithm based Backpropagation Neural Network gives better returns



Investment in stock market is one of the most popular type of investment. There are many conventional techniques being used and these include technical and fundamental analysis. The main aim of every investor is to earn maximum possible return on investments. The main issue with any approach is the proper weighting of criteria to obtain a list of stocks that are suitable for investments. This paper proposes an improved method for stock picking using self-organizing maps and genetic algorithm based backpropagation neural networks. The stock selected using self-organizing maps and genetic algorithm based backpropagation neural networks outperformed the BSE-30 Index by about 30.17% based on one and half month of stock data.

Keywords: Neural Network, Stocks Classification, Technical Analysis, Fundamental Analysis, Self-Organizing Map (SOM), Genetic algorithm based backpropagation neural network(GA-BPN)

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