Comparison between SVM and MLP in Predicting Stock Index Trends
Jibendu Kumar Mantri
Dr. Jibendu Kumar Mantri, Department of Computer Science & Engineering, North Orissa University, Baripada, Orissa, India Also Lijuan Cao(2003) derived the effectiveness of the SVMs experts model in stock market M.Sap,etl.
Manuscript received on August 05, 2013. | Revised Manuscript received on August 11, 2013. | Manuscript published on August 15, 2013. | PP: 81-82 | Volume-1 Issue-9, August 2013. | Retrieval Number: I0429081913/2013©BEIESP
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© The Authors. Published By: Blue Eyes Intelligence Engineering and Sciences Publication (BEIESP). This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Abstract: Recently, data mining and time series prediction in financial forecasting has received much research attention. Many techniques are used in prediction on stock and fund trend, volatility, etc. In this paper, two technique of neural network is compared, namely, Support Vector Machine (Support Vector Machine, SVM) and MLP for considering four years of data of Sensex.(Bombay Stock Exchange).
Keywords: SVM, MLP, Volatility