Archive for the ‘Information Technology’ Category

September 15, 2010 0

Securities Price Fluctuations

By in Artificial Nerual Networks

The red line in the graph (click on the image below for a better view) is what the ANN predicted the price fluctuations for the MSFT security. The green line is how the stock actually moved.

My system:

  • Downloads the necessary tick data
  • Parses the user-specified technical indicators as arguments
  • Computes each indicator’s value
  • Imports all the data to a database
  • Parses the appropriate data
  • Scales the data
  • Analyses the data through an Artificial Neural Network
  • Creates Predictions

Here is a sampling of the results: