Research Papers

Published research and technical papers on neural networks, AI, and machine learning.

PublishedImpact Factor: 6.1

Stock Price Prediction Based on Neural Networks

Vellaichamy U

Bulletin For Technology And History (BTH)

Volume 26, Issue 1, January 2026

ISSN: 0391-6715

DOI Serial Number: 10.37326

Paper ID: BTH/3515

Vels Institute of Science, Technology and Advanced Studies, Pallavaram, Chennai 600 117

Abstract

This paper presents a comprehensive approach to stock price prediction using neural network architectures. The study explores various neural network models including feedforward networks, recurrent neural networks (RNN), and LSTM networks for time-series forecasting of stock market prices. The research demonstrates significant improvements in prediction accuracy compared to traditional statistical methods.

Publication certificate for Stock Price Prediction Based on Neural Networks
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General Regression Neural Networks Based on Stock Prediction

Vellaichamy U

Journal of Harbin Engineering University (JHEU)

Manuscript ID: JHEU-2026-1021

Paper ID: JHEU-2026-1021

Abstract

This paper investigates the application of General Regression Neural Networks (GRNN) for stock market prediction. GRNN offers advantages over traditional backpropagation networks including faster learning, convergence to optimal regression surfaces, and the ability to handle sparse data in multidimensional measurement spaces. The study evaluates GRNN performance against conventional prediction methods.

Published

A Study on Machine Learning Techniques for Stock Market Prediction

Vellaichamy U

International Journal of Analytical, Experimental and Modal Analysis (IJAEMA)

Volume XII, Issue IX, September 2020

ISSN: 0886-9367

Paper ID: 134-IJAEMA-SEPTEMBER-2020

Abstract

This paper presents a comparative study of various machine learning techniques applied to stock market prediction. The research evaluates the performance of different algorithms including Support Vector Machines, Random Forests, and Neural Networks for financial time-series forecasting, providing insights into model selection for trading applications.

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