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International Journal of Computing Algorithm, Vol 3(3), June 2014

ISSN(Print):2278-2397

Optimizing the Architecture of Artificial Neural


Networks in Predicting Indian Stock Prices
A.Victor Devadoss1, T.Antony Alphonnse Ligori2
1

Head and Associate Professor, Department of Mathematics, Loyola College, Chennai, India.
2
Ph. D Research Scholar, Department of Mathematics, Loyola College, Chennai, India.
E-mail: hanivictor@ymail.com, antony_ligori2001@yahoo.com

Abstract
In forecasting, the design of an Artificial Neural Network (ANN) is a non-trivial task and
choices incoherent with the problem could lead to instability of the network. So a Genetic
Algorithm (GA) approach is used to find an optimal topology for the prediction. This paper
presents a novel approach to Optimization of ANN topology that uses GA for the forecasting
of Indian Stock Prices under Bombay Stock Exchange. After determining the optimum
network determined by GA, forecasting of the stock prices is found by implementing
MATLAB tool.
The paper is organized as follows. The first Section deals with the
introduction to Genetic Algorithms; Section two reviews the literature on the optimization of
neural network architectures and applications of genetic algorithms in doing so. Section three
gives the proposed approach in the optimization of neural network architectures. Section four
presents the experimental results by the methodology described in section three and followed
by results and conclusion.

Website: www.ijcoa.com

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