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PREDICTION OF STOCK PRICE USING HYBRID NEURAL NETWORK: A CASE OF COAL PRODUCTION COMPANY
Author(s)
Kiatcharoenpol, Tossapol
Date Issued
January 15, 2025
Type
Article
Abstract
Stock market prediction is a critical issue in the field of economics. As machine learning technologies advance, an increasing number of algorithms are being utilized to forecast stock price movements. Nonetheless, predicting stock market trends remains a challenging task due to the inherent noise and volatility in stock market data. This paper addresses this challenge by proposing a novel hybrid neural network model designed to predict stock market prices using parameters related to commodity prices and stock indices. A case study company is mainly in coal production business in Thailand, which produce coal, sale, distribute and operate coal-fired power plants as well. The Multiple Linear Regression (MLR) and Back propagation neural network (BPNN) as traditional prediction technique are employed to comparatively investigate the accuracy and performance of the proposed HNN. Experiment results show that the prediction accuracy of HNN is superior to MLR but similar to that of the BPNN model. However, HNN has a good performance both in accuracy, speed and practice. It can help investing analysts and investors make their wise decisions.
Citation
Journal of Theoretical and Applied Information Technology, 103(1), 328-336, 2025