Intraday stock forecasting

Victor Louwerse, Léon Rothkrantz
2014 Proceedings of the 15th International Conference on Computer Systems and Technologies - CompSysTech '14  
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