Hyperparameter Tune for Neural Network to Improve Accuracy of Stock Market Prediction-Reference-Cited by-同舟云学术

Hyperparameter Tune for Neural Network to Improve Accuracy of Stock Market Prediction

Published:2022 Issue: Volume: Page:65-76
ISSN:2367-4512
Container-title:Proceedings of Data Analytics and Management
language:
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Author:

Patel Hiral R.,Patel Ajay M.,Patel Hiral A.,Parikh Satyen M.

Publisher

Springer Nature Singapore

Link

https://link.springer.com/content/pdf/10.1007/978-981-16-6289-8_7

Reference16 articles.

1. Patel H, Parikh S (2012) Automated news based ULIP fund switching model. Presented and published with international conference GCEMP 2012, awarded as best technical paper

2. Patel H, Parikh S (2012) A comparative study on financial stock market prediction models. Int J Eng Sci (IJES) 1(2):188–191. Indexed in ANED (American National Engineering Database) Impact Factor 7.2, ISSN: 2319-1813 ISBN: 2319-1805

3. Patel H, Parikh S (2014) A proposed prediction model for forecasting the financial market value according different factors. Int J Comput Technol Appl (IJCTA) 5(1). Impact Factor—2.015 IC Value 5.17, ISSN 2229-6093

4. Patel H, Parikh S (2014) A technical and fundamental parameters analysis for financial market prediction using semantic analysis

5. Patel H, Parikh S (2015) Dynamic IS based asset allocation on crude trend analysis—exploring a hedging concept. Presented and publishing in GCEMP-15, GFJMR. ISSN 2229-4651

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