AN INTENSE NIGERIAN STOCK EXCHANGE MARKET PREDICTION USING LOGISTIC WITH BACK-PROPAGATION ANN MODEL

A.S. Magaji, K.R. Adeboye

Abstract


This paper is a continuation of our research work on the Nigerian Stock Exchange  Market (NSEM) uncertainties, In our previous work (Magaji et al, 2013) we presented the Naive Bayes  and SVM-SMO algorithms as a tools for predicting the Nigerian Stock Exchange Market; subsequently we used the same  transformed data of the NSEM and explored the implementation of the Logistic function on Back-propagation algorithm on the WEKA platform, and results obtained, made us to also conclude that the Back-propagation model of Artificial Neural Network (ANN) performed very well and thus it is another algorithm that can effectively and efficiently be used for predicting the Nigerian Stock Exchange Market.


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