Prediction Through Genetic Algorithm: A Case Study in Indian Share Market
نویسندگان
چکیده
This paper performs an experiment to forecast stock market movement in India using Artificial Neural Network (ANN) and Genetic Algorithm (GA). This model is named Genetically optimized Neural Network (GNN). We have tested this newly created model against traditional ARCH/GARCH models using hypothesis testing (z-test).We have used different error metrics like Average Absolute Error (AAE), Mean Absolute Percentage Error(MAPE) ,Mean Square Error(MSE), Max AE, R-SQ during our comparative study. This paper concludes the difference of predictive ability of our model with that of traditional ARCH/GARCH models.
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