PERFORMANCE AND COMPARATIVE ANALYSIS OF INDIAN STOCK MARKET DATA USING MULTI LAYER FEED FORWARD NEURAL NETWORK AND FUZZY TIME SERIES MULTI LAYER FEED FORWARD NEURAL NETWORK MODEL WITH TRACKING SIGNAL APPROACH

S. Murugan *1
This study, proposes a novel neural network and fuzzy-neural network approach for predicting the closing index of the stock market. It strives to adapt the number of hidden neurons of a Multi Layer Feed Forward Neural Network (MLFFNN) and Fuzzy Time Series Multi Layer Feed Forward Neural Network (FTS-MLFFNN) model. It uses the Tracking Signal (TS) and rejects all models which result in values outside the interval of [-4, +4]. The effectiveness of the proposed...