Movatterモバイル変換


[0]ホーム

URL:


Skip to main content

Advertisement

Springer Nature Link
Log in

Regularized Artificial Neural Network for Financial Data

  • Conference paper
  • First Online:

Part of the book series:Advances in Intelligent Systems and Computing ((AISC,volume 816))

  • 857Accesses

Abstract

The paper deals with the application of artificial neural network on financial data. We applied different activation functions in hidden layer with regularization to overcome the problem of overfitting. We present a comparative analysis of all combinations of activation functions and regularizations applied on BSE Sensex and Nifty 50 dataset containing the stock indices of last 7 years.

This is a preview of subscription content,log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
¥17,985 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
JPY 3498
Price includes VAT (Japan)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
JPY 22879
Price includes VAT (Japan)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
JPY 28599
Price includes VAT (Japan)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide -see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Similar content being viewed by others

References

  1. Li, Q., Chan, M.F.: Predictive time-series modeling using artificial neural networks for Linac beam symmetry: an empirical study. Ann. N. Y. Acad. Sci.1387(1), 84–94 (2017)

    Article  Google Scholar 

  2. Sen, J., Chaudhuri, T.D.: Decomposition of time series data of stock markets and its implications for prediction: an application for the indian auto sector (2016)

    Google Scholar 

  3. Ticknor, J.L.: A Bayesian regularized artificial neural network for stock market forecasting. Expert Syst. Appl.40(14), 5501–5506 (2013)

    Article  Google Scholar 

  4. Yan, D., Zhou, Q., Wang, J., Zhang, N.: Bayesian regularisation neural network based on artificial intelligence optimisation. Int. J. Prod. Res.55(8), 2266–2287 (2017)

    Article  Google Scholar 

  5. Wang, J.-Z., Wang, J.-J., Zhang, Z.-G., Guo, S.-P.: Forecasting stock indices with back propagation neural network. Expert Syst. Appl. (2011)

    Google Scholar 

  6. Guresen, E., Kayakutlu, G., Daim, T.U.: Using artificial neural network models in stock market index prediction. Expert Syst. Appl.38(8), 10389–10397 (2011)

    Article  Google Scholar 

  7. Chen, H., Xiao, K., Sun, J., Wu, S.: A double-layer neural network framework for high-frequency forecasting. ACM Trans. Manage. Inf. Syst.7(4), 1–17 (2017)

    Article  Google Scholar 

  8. Ng, A.Y.: Feature selection, L1 versus L2 regularization, and rotational invariance. In: Twenty-First International Conference on Machine learning—ICML’04, p. 78 (2004)

    Google Scholar 

  9. Yahoo Finance World Indices.https://in.finance.yahoo.com/world-indices/

Download references

Author information

Authors and Affiliations

  1. International Institute of Information Technology, Naya Raipur, Naya Raipur, India

    Rajat Gupta, Shrikant Gupta & Muneendra Ojha

  2. Indian Institute of Information Technology, Allahabad, Allahabad, India

    Krishna Pratap Singh

Authors
  1. Rajat Gupta

    You can also search for this author inPubMed Google Scholar

  2. Shrikant Gupta

    You can also search for this author inPubMed Google Scholar

  3. Muneendra Ojha

    You can also search for this author inPubMed Google Scholar

  4. Krishna Pratap Singh

    You can also search for this author inPubMed Google Scholar

Corresponding author

Correspondence toKrishna Pratap Singh.

Editor information

Editors and Affiliations

  1. Department of Mathematics, South Asian University New Delhi , New Delhi, India

    Jagdish Chand Bansal

  2. Department of Mathematics, National Institute Of Technology Silchar Department of Mathematics, Silchar, Assam, India

    Kedar Nath Das

  3. Department of Mathematics and Computer Science, Faculty of Science, , Liverpool Hope University, Liverpool, UK

    Atulya Nagar

  4. Department of Mathematics, Indian Institute of Technology Roor Department of Mathematics, Roorkee, Uttarakhand, India

    Kusum Deep

  5. School of Basic Sciences, Indian Institute of Technology Bhubanesw School of Basic Sciences, Bhubaneswar, Odisha, India

    Akshay Kumar Ojha

Rights and permissions

Copyright information

© 2019 Springer Nature Singapore Pte Ltd.

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Gupta, R., Gupta, S., Ojha, M., Singh, K.P. (2019). Regularized Artificial Neural Network for Financial Data. In: Bansal, J., Das, K., Nagar, A., Deep, K., Ojha, A. (eds) Soft Computing for Problem Solving. Advances in Intelligent Systems and Computing, vol 816. Springer, Singapore. https://doi.org/10.1007/978-981-13-1592-3_59

Download citation

Publish with us

Access this chapter

Subscribe and save

Springer+ Basic
¥17,985 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
JPY 3498
Price includes VAT (Japan)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
JPY 22879
Price includes VAT (Japan)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
JPY 28599
Price includes VAT (Japan)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide -see info

Tax calculation will be finalised at checkout

Purchases are for personal use only


[8]ページ先頭

©2009-2025 Movatter.jp