Stock Price Prediction using Dynamic Neural Networks

David Noel

Papers from arXiv.org

Abstract: This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random data, thus providing a mechanism to predict stock price movements much more precisely than many current techniques. Contemporary methods for stock analysis, including fundamental, technical, and regression techniques, are conversed and paralleled with the performance of neural networks. Also, the Efficient Market Hypothesis (EMH) is presented and contrasted with Chaos theory using neural networks. This paper will refute the EMH and support Chaos theory. Finally, recommendations for using neural networks in stock price prediction will be presented.

Date: 2023-06
New Economics Papers: this item is included in nep-ain, nep-big, nep-cmp, nep-fmk, nep-for and nep-net
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2306.12969

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