International Journal of Artificial Intelligence and Neural Networks
Author(s) : FU-JYH KO, JIAN-HON LIU, JIN-CHERNG LIN, YUEH-TING LIN
In this research, we use Back Propagation Network method combined statistics to measure up the analysis on the close value of stock market, and individual stocks and predict the trend of stock and individual stocks index in a period of time, also use RMSE and daily average error to analyze result. During this research, we use the close value of Taiwan Stocks Index from 1999 to 2010, and for the individual stock, we choose Taiwan Semiconductor Manufacturing Company (TSMC) and ASUS Company to perform the test. Based on the training data of the Back Propagation Network and prediction data during this experiment result, we find out use Back Propagation Network method combined statistics can achieve certain degree result on assessment.