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Sri Lanka Equity Forum » Stock Market Talk » What will happen tomorrow?

What will happen tomorrow?

Go to page : 1, 2, 3 ... 17 ... 34  Next

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Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
We had a discussion about network inputs on a previous post.
http://forum.srilankaequity.com/t4176-neural-network-approach-for-market-prediction-inputs
Those who advised about various aspects(through the forum as well as PM), Thank you very much.

Now it is the most important thing.
What should be the outputs?

At first I thought one day forecast would be more than enough(and it can be done with a greater accuracy) but thinking further in to this, 12hr advance notice is not enough to make an investment decision. Even though one day forecast is fairly accurate, it will be difficult to detect the change in market trend with a single forecast.

I think at least five day forecast is required in order to get some idea about the market.
Did some testing on a simple feed forward(back propagation) NN.
Will make another post about network training next time, for the time being results are as follows.

Training Data : 1500++ data records from Jan/2004~Dec/2010
Test Data : 73 data records from (A)Jan/2004, (B)Dec/2010&Jan/2011, (C)April/2011
Test Symbol : NTB(Normal)
Network Design: Feed forward back propagation NN. 12 Inputs, 6 Hidden neurons, 5 Outputs.

Performance based on Mean Absolute Percentage Error,
---------MA%Error
Set A
1 Day-----4.01%
3 Day-----5.48%
5 Day-----7.24%
Set B
1 Day-----0.87%
3 Day-----1.42%
5 Day-----1.84%
Set C
1 Day-----1.44%
3 Day-----3.07%
5 Day-----4.73%
------------------
Overall Performance
------------------
1 Day-----1.69%
3 Day-----2.69%
5 Day-----3.70%

Bellow image is the training map showing how the predicted value converge in to actual value during training.
What will happen tomorrow? Trainingmap

Bellow two graphs compare "One Day" & "Five Day" predicted values with actual price.
What will happen tomorrow? Onedayforecast
One day forecast error

What will happen tomorrow? Fivedayforecast
Five day forecast error

Please note that, x% error does not mean that forecast is (100-x)% accurate.
It is the deviation of predicted value from the actual.
Also above network is far away form perfect and need a lot of training and fine tuning.
Thinking about trying a couple of different NN designs later.
Feels like, things related to field of computing is out of the scope of this forum
and will not go in to details here.

Any comments about network outputs are highly appreciated.
After all daily forecast may not be the ideal output rendeer
All that matters to us is a simple buy/sell signal Smile

2What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 5:19 pm

smallville

smallville
Associate Director - Equity Analytics
Associate Director - Equity Analytics
I cannot view the images, can u upload it to the site's servimg.com host?

3What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 5:40 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@smallville wrote:I cannot view the images, can u upload it to the site's servimg.com host?

Don't know why confused
In my pc it(imageshack.us) displays normally, but servimg.com dosent.
Check weather you can see this.

Training Map
What will happen tomorrow? Traini10

One day forecast
What will happen tomorrow? One_da10

Five day forecast
What will happen tomorrow? Five_d10

4What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 5:42 pm

Slstock

Slstock
Director - Equity Analytics
Director - Equity Analytics
Looks encouraging.

Before further fine tuning to the system, maybe you could try with any other stock to see further accuracy.

Also as the ultimate goal would be future price predictions, what happens if you extend the prediction (prices) by a week.

5What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 5:43 pm

Slstock

Slstock
Director - Equity Analytics
Director - Equity Analytics
@Dileepa wrote:
@smallville wrote:I cannot view the images, can u upload it to the site's servimg.com host?

Don't know why confused
In my pc it(imageshack.us) displays normally, but servimg.com dosent.
Check weather you can see this.

Training Map
What will happen tomorrow? Traini10

One day forecast
What will happen tomorrow? One_da10


Five day forecast
What will happen tomorrow? Five_d10


I can see you 1st post images but not this

6What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 7:13 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@slstock wrote:
@Dileepa wrote:
@smallville wrote:I cannot view the images, can u upload it to the site's servimg.com host?

Don't know why confused
In my pc it(imageshack.us) displays normally, but servimg.com dosent.
Check weather you can see this.

I can see you 1st post images but not this

I think it take a while for the links to refresh. Now I can see both.
Thanks for the confirmation.

7What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 7:22 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@slstock wrote:Looks encouraging.

Before further fine tuning to the system, maybe you could try with any other stock to see further accuracy.

Also as the ultimate goal would be future price predictions, what happens if you extend the prediction (prices) by a week.

I thought the same. Thinking about trying another 2 stocks,
One from banking sector and another one from a different sector(may be SAMP & RICH)
About the period extension,
Haven't tried that but I think forecast error will just increase and output will be useless. Exclamation

8What will happen tomorrow? Empty Re: What will happen tomorrow? on Mon Jun 06, 2011 8:28 pm

mono

mono
Vice President - Equity Analytics
Vice President - Equity Analytics
why is there a sudden jump and fall in prices around 15 & 57

9What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Jun 07, 2011 7:20 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@mono wrote:why is there a sudden jump and fall in prices around 15 & 57
That is because data is from three different periods.
Should have plot in three graph, but for the easy of posting I used the same graph.

10What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Jun 07, 2011 8:02 pm

mono

mono
Vice President - Equity Analytics
Vice President - Equity Analytics
@Dileepa wrote:
@mono wrote:why is there a sudden jump and fall in prices around 15 & 57
That is because data is from three different periods.
Should have plot in three graph, but for the easy of posting I used the same graph.

so how does the neural network keep up with the gap.

11What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Jun 07, 2011 8:23 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@mono wrote:
@Dileepa wrote:
@mono wrote:why is there a sudden jump and fall in prices around 15 & 57
That is because data is from three different periods.
Should have plot in three graph, but for the easy of posting I used the same graph.

so how does the neural network keep up with the gap.
A properly trained NN should keep up with market fluctuations(in theory).
But in above graph it is not a sudden fluctuation of price,
just imagine it as three graphs placed one after the other.
There no connection between 15-16 & 56-57.
(excel does it because I have entered the data consecutively)

12What will happen tomorrow? Empty What will happen tomorrow? on Tue Sep 20, 2011 7:35 pm

bakapandithaya

bakapandithaya
Vice President - Equity Analytics
Vice President - Equity Analytics
Tomoorow is unpredictable!
Please feel free to write and express your view as to what will happen in the Colombo Stock Market tomorrow.



Last edited by Quibit on Wed Mar 11, 2015 9:57 am; edited 1 time in total (Reason for editing : Edited: As a welcome message.)

13What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 7:56 pm

MY MONEY

MY MONEY
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
you will reach 150 posts lol!

14What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 9:15 pm

m2_yapa

m2_yapa
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
A dark day. Absolutely a dark day. Be careful there are downtrends can expected from famous counters. Very famous during last few weeks!

15What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 9:27 pm

Aamiable


Vice President - Equity Analytics
Vice President - Equity Analytics
@m2_yapa wrote:A dark day. Absolutely a dark day. Be careful there are downtrends can expected from famous counters. Very famous during last few weeks!



Credit issue should have been resolved long ago…. This has prolonged the agony…same thing can happen tomorrow as it was seen today… Exclamation

16What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 9:40 pm

Rajaraam


Vice President - Equity Analytics
Vice President - Equity Analytics
@m2_yapa wrote:A dark day. Absolutely a dark day. Be careful there are downtrends can expected from famous counters. Very famous during last few weeks!



No.NO. Tommorow going to be a GREEN day. I guess ECL,COCR,AAIC, TESS, COMB,REEF and MULL would go up.

17What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 10:03 pm

Market.Player

Market.Player
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
I THINK MORE THAN 100 POINTS DOWN.

18What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 10:21 pm

harshana4


Stock Analytic
Stock Analytic
Tomorrow will be a green day...

19What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 10:29 pm

retailinvest


Stock Analytic
Stock Analytic
Considering the last week's pattern (G,R.G,R,G) I would go with green.

20What will happen tomorrow? Empty Re: What will happen tomorrow? on Tue Sep 20, 2011 10:40 pm

DIN_DIN


Stock Trader
GREEN morning..... ending with RED.... Embarassed

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