Department of Management, Asian Business School, Noida, Uttar Pradesh, India
Dr. Anu Chopra is currently working as a faculty of PGDM and MIB. Her Research and Teaching interests include areas of International Marketing, Marketing Research, Managerial Economics, Indian Economy, International Trade, Corporate Social Responsibility and Values and Ethics. Dr. Anu has been an Editor- Anusandhan 2014- ISBN- 9789352125395, Convener of National Seminar on Skill Development, Editor of Proceedings &Journals i.e. ABS International Journal Of Management ISSN 2319 684X Volume 4 Issue 1, Organizing Secretary of International Conference. Precisely Dr. Anu has Co chaired quite a number of pre and post budget discussion panels and International Conference.
Research Article
Artificial Neural Networks Based Indian Stock Market Price Prediction: Before and After Demonetization
Author(s): Siddheshwar Chopra*, Dipti Yadav and Anu Nagpal Chopra
In this paper, stock market price prediction ability of Artificial Neural Networks (ANN) is investigated before and after demonetization in India. Demonetization is the act by government of stripping a currency unit of its status as legal tender. Nine stocks and CNX NIFTY50 index are considered for future value prediction. Nine stocks are subdivided in terms of volatility and capitalization. Dataset for training, testing and validation of each stock under consideration is of at least eight years. Multilayered Neural networks are trained by Levenberg-Marquardt algorithm, hidden layer transfer function is tangent sigmoid, and output layer transfer function is pure linear. Several networks are made by varying the number of neurons to achieve minimum Mean Squared Error (MSE) for an optimum accuracy. Regression values found during training state are 0.999 for all networks that depicts high.. View more»