International Research journal of Management Science and Technology

  ISSN 2250 - 1959 (online) ISSN 2348 - 9367 (Print) New DOI : 10.32804/IRJMST

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PREDICTING STOCK RETURNS USING ARTIFICIAL NEURAL NETWORK: A STUDY ON NIFTY 50 INDEX

    2 Author(s):  CMA KAUSTUVA HOTA,PROF (DR.) MAHESWAR SAHU

Vol -  13, Issue- 3 ,         Page(s) : 16 - 32  (2022 ) DOI : https://doi.org/10.32804/IRJMST

Abstract

Predicting stock returns accurately has become a challenge in recent years for the researchers which leads to application of AI in predicting stock returns. This paper investigates the use of Artificial Neural Network in the prediction of the stock returns. This research paper uses MATLAB software and the NAR network model for this purpose. The data are collected from Nifty 50 Index from 2010 to 2019 and tested in the said network. It is found that the model is able to capture the dynamics of the data and also found that at lag 10 the model’s performance is best.

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Binner,  J.M.,  Kendall  G.  and  Chen  S.H.  (2004).  Introduction.  Applications  of  Artificial Intelligence in Finance and Economics 19, 9-12

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