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Using Neural Networks and Genetic Algorithms to Predict Stock Market Returns

Using Neural Networks and Genetic Algorithms to Predict Stock Market Returns

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Published by Dang Trong Duc

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Published by: Dang Trong Duc on Nov 11, 2012
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09/01/2013

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The concept of Artificial Neural Networks (ANN) has a biological background. ANNs

imitate loosely the way that the neurons in human brain function. An ANN is consisted

of a set of interconnected processing units, neurons. According to an illustrative

definition a NN is:

‘… an interconnected assembly of single processing elements, units or
nodes, whose functionality is loosely based on the animal neuron. The
processing ability of the network is stored in the inter-unit connection
strengths, or weights, obtained by a process of adaptation to, or learning
from, a set of training patterns’ [33].

ANNs provide a general, practical method for learning real-valued, discrete-valued, and

vector valued functions from examples. Thus, in our project we will attempt to create

ANNs that will learn the function that generates the time series we are trying to predict.

A brief description of the concepts related to NNs follows.

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