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External Constraints of Neural Cognition for CIMB Stock Closing Price Prediction

Chang Sim Vui, Chin Kim On, Gan Kim Soon, Rayner Alfred and Patricia Anthony

Pertanika Journal of Tropical Agricultural Science, Volume 25, Issue S, June 2017

Keywords: Artificial Neural Network (ANNS), Backpropagation, Feedforward Neural Network (FFNN), Levenberg-Marquardt algorithm, Macroeconomic parameters, Stock market forecasting

Published on: 12 Mac 2018

This paper investigates the accuracy of Feedforward Neural Network (FFNN) with different external parameters in predicting the closing price of a particular stock. Specifically, the feedforward neural network was trained using Levenberg-Marquardt backpropagation algorithm to forecast the CIMB stocks closing price in the Kuala Lumpur Stock exchange (KLSE). The results indicate that the use of external parameters can improve the accuracy of the stocks closing price.

ISSN 1511-3701

e-ISSN 2231-8542

Article ID

JST-S0373-2017

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