Intelligent System for Intraday Stock Market Forecasting

Abstract

During recent years, the trading of financial instruments is becoming reliant upon different type of intelligent systems to make buy/sell decisions. These systems use different machine learning techniques to come up with the wanted investment decision. Artificial Neural Networks (ANN) are among the most used techniques for stock markets forecasting. In this work, we present an end-to-end system to implement ANNs for intraday forecasting of Moroccan stock market. Different ANN architectures are implemented and tested. Experimental results show that ANN can be used to make satisfactory intraday predictions.