Using Artificial Neural Network to predict the NASDAQ evolution

Ilie Constantin (), Ilie Margareta () and Topalu Ana-Maria ()
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Ilie Constantin: Faculty of Mechanical, Industrial and Maritime Engineering, OVIDIUS University from Constanta, Constanta, Romania
Ilie Margareta: Faculty of Economic Science, OVIDIUS University from Constanta, Constanta, Romania
Topalu Ana-Maria: Faculty of Mechanical, Industrial and Maritime Engineering, OVIDIUS University from Constanta, Constanta, Romania

Ovidius University Annals, Economic Sciences Series, 2012, vol. XII, issue 3, 32

Abstract: The authors present the result of a research that uses already trained and validated artificial neural networks (ANN) in order to simulate evolution of NASDAQ High values relatively to the evolution of the Nikkei 225 and the Shanghai Stock Exchange from the previous day. The development, training and testing the ANN as a predicting tool, offered good results as the maximum errors between the simulated NASDAQ values and real ones were smaller than 5%.

Keywords: Artificial intelligence; Artificial Neural Network (ANN); Nikkei 225; Shanghai Stock Exchange (SSE); NASDAQ. (search for similar items in EconPapers)
JEL-codes: C53 (search for similar items in EconPapers)
Date: 2012
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