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The objective of this study is the development of a forecasting system for intraday stock price movement. Here, intraday refers to stock movement within a single trading day. To identify trends and forecasting market movements, artificial neural networks (ANN) are employed by the forecasting system. In a simulation study we compared the performance of our system with a buy & hold and naive strategy. The model has been tested in some experiments on real data and the results are reported in this paper.doi:10.1145/2659532.2659622 dblp:conf/compsystech/LouwerseR14 fatcat:rtgcdlet6zadbggyf2cx5jay3a