The Implementation of Artificial Neural Networks for Stock Price Prediction

Abstract

This research is based on a problem that is difficult to predict stock prices, especially for beginners. Stock prices are hard to predict because they are fluctuating. Users will be easier to predict stock prices through artificial neural networks using Multilayer Perceptron. This MLP is a variant of an artificial neural network and is a development of perceptron. The selection of the Multilayer Perceptron method is based on the ability to solve various problems both classification and regression. The research conducted by the author is a regression problem as the MLP is tasked to predict the close price or closing price of stock after seven days. The results of the model built are able to predict stock prices and produce good accuracy because the resulting RMSE value produced 0.042649862994352014, which is close to 0.
 
 Keywords: Machine Learning, Stock Price Prediction, Neural Network, Multilayer Perceptron, MLP.