Analysis of Stock Market Volatility using Neural Network for Apple Stock Index

Author(s):

Hemavati , Siddaganga Institute of Technology, Tumakuru; Ibrahim, Siddaganga Institute of Technology, Tumakuru; Ramu S, Siddaganga Institute of Technology, Tumakuru

Keywords:

Volatility, Forecasting, Neural Network, Stock Market, Finance

Abstract:

Stock market is global business, every day thousands of stocks are purchased and sold. In this business it is important to identify the market risk. An asset is volatility, which describes the market risk of the stocks. Neural networks are implemented successfully in vast financial applications. Implementation of neural networks provides considerable success for forecasting future assets and features of stock market which helps us pick the best stock. In this project, we focus on the volatility forecasting in the financial markets. It begins with a general description of volatility and its properties, and discusses its performance in financial risk management. This project then examines the accuracy of neural networks. The forecasting accuracy of the models is tested using the Apple stock index. This work is designed to be of concern to both theoretical researchers and practitioners in the finance industry.

Other Details:

Manuscript Id	:	IJSTEV3I3066
Published in	:	Volume : 3, Issue : 3
Publication Date	:	01/10/2016
Page(s)	:	142-146

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