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@article{152852,
        author = {Ramireddy Rajasekhar Reddy and Dr.Balusupati Veera Venkata Siva Prasad},
        title = {FORECASTING STOCK MARKET RETURNS USING ARTIFICIAL NEURAL NETWORKS},
        journal = {International Journal of Innovative Research in Technology},
        year = {},
        volume = {8},
        number = {4},
        pages = {649-653},
        issn = {2349-6002},
        url = {https://ijirt.org/article?manuscript=152852},
        abstract = {A stock market is an inventory and derivatives trading platform at a negotiated price. The stock market is driven by supply and demand of shares. One of the most developing industries is in every nation stock market. Predicting and analyzing stock market data is an important part of today's economy. The prediction of stock performance is one of the most difficult problems in time series data analysis. The stock market process is clearly quite unpredictable, therefore it is greatly influenced by various variables. This has become a major undertaking in business and finance. There are numerous kinds of algorithms used to predict/foresee. Machine learning algorithms have been extensively utilized in recent decades to forecast financial time series. Although automated trading systems using artificial intelligence (AI) have become a popular subject, few instances utilize the established technique developed for the building of automatic trading systems by traders in stocks. This article examines stock market returns using artificial neural networks.},
        keywords = {Forecasting Stock, Market Returns, Artificial Neural Networks, Machine Learning, etc.},
        month = {},
        }