International Journal of Swarm Intelligence and Evolutionary Computation

Department of Physics, AIAS, Amity University, Noida, Uttar Pradesh, India

Biography

Dipti Yadav is currently working as a Professor in the Department of Physics, AIAS, Amity University, Noida, Uttar Pradesh, India. Her research interests includes in Applied physics. She has done currently two publications in her field of physics titled as Artificial neural networks based Indian stock market prics prediction: Before and after demonetization and another titled as Ozone hole area prediction at earth's north and south poles by marvel interface.

 

Publications

• 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»
  

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