Granular neural web agents for stock prediction

被引：2

作者：

Y.-Q. Zhang

S. Akkaladevi

G. Vachtsevanos

T. Y. Lin

机构：

[1] Department of Computer Science,

[2] Georgia State University,undefined

[3] Atlanta,undefined

[4] GA 30303,undefined

[5] USA e-mail: yzhang@cs.gsu.edu,undefined

[6] The School of Electrical and Computer Engineering,undefined

[7] Georgia Institute of Technology,undefined

[8] Atlanta,undefined

[9] GA 30332–0250,undefined

[10] USA,undefined

[11] Department of Mathematics and Computer Science,undefined

[12] San Jose State University,undefined

[13] San Jose,undefined

[14] CA 95192,undefined

[15] USA,undefined

来源：

Soft Computing | 2002年 / 6卷 / 5期

关键词：

Keywords Intelligent Web Agents, Granular Computing, Fuzzy Logic, Neural Networks, Stock Prediction, Data Mining;

D O I：

10.1007/s00500-002-0193-7

中图分类号：

学科分类号：

摘要：

A granular neural Web-based stock prediction agent is developed using the granular neural network (GNN) that can discover fuzzy rules. Stock data sets are downloaded from www.yahoo.com website. These data sets are inserted into the database tables using a java program. Then, the GNN is trained using sample data for any stock. After learning from the past stock data, the GNN is able to use discover fuzzy rules to make future predictions. After doing simulations with six different stocks (msft, orcl, dow, csco, ibm, km), it is conclusive that the granular neural stock prediction agent is giving less average errors with large amount of past training data and high average errors in case of fewer amounts of past training data. Java Servlets, Java Script and jdbc are used. SQL is used as the back-end database. The performance of the GNN algorithm is compared with the performance of the BP algorithm by training the same set of data and predicting the future stock values. The average error of the GNN is less than that of BP algorithm.

引用

页码：406 / 413

页数：7