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Computational Intelligence and Neuroscience
Volume 2016, Article ID 3045254, 8 pages
http://dx.doi.org/10.1155/2016/3045254
Research Article

Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend

1Department of Computer Science, Faculty of Science, King Mongkut’s Institute of Technology Ladkrabang, Bangkok 10520, Thailand
2International College, King Mongkut’s Institute of Technology Ladkrabang, Bangkok 10520, Thailand

Received 10 August 2016; Accepted 17 October 2016

Academic Editor: Jorge Reyes

Copyright © 2016 Montri Inthachot et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This study investigated the use of Artificial Neural Network (ANN) and Genetic Algorithm (GA) for prediction of Thailand’s SET50 index trend. ANN is a widely accepted machine learning method that uses past data to predict future trend, while GA is an algorithm that can find better subsets of input variables for importing into ANN, hence enabling more accurate prediction by its efficient feature selection. The imported data were chosen technical indicators highly regarded by stock analysts, each represented by 4 input variables that were based on past time spans of 4 different lengths: 3-, 5-, 10-, and 15-day spans before the day of prediction. This import undertaking generated a big set of diverse input variables with an exponentially higher number of possible subsets that GA culled down to a manageable number of more effective ones. SET50 index data of the past 6 years, from 2009 to 2014, were used to evaluate this hybrid intelligence prediction accuracy, and the hybrid’s prediction results were found to be more accurate than those made by a method using only one input variable for one fixed length of past time span.