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¦³Ÿ¼onª¥„µ¦¨Šš» œ˜¨µ—®»oœ °ŠÅš¥Ã—¥ª· ›¸Ã‡¦Š nµ¥ž¦³µšÁš¸¥¤ÂÁ¦¸¥œ¦¼o¡¦n„¨´
Thai Stock Market Assistant Using Back Propagation Neural Network
ª·¼¨«´„—·Í ª´•µ¥»1 ¡¨ª´•œr ¡Š«r‹·¦£´š¦, žª¸–µ ¨³Îµ°µŠ‡r, ¨³¡·¤¡r œ·£µ ¡®¼›œÁ«¦¬“r2
Wiboonsak Watthayu1*,Ponlawat Pongjirapat, Paweena Laesamang, and Pimnipa Phahoothanashath
š‡´—¥n °
š‡ªµ¤ª·‹´¥œ¸ÊÁœ°˜´ªÂÃ‡¦Š nµ¥ž¦³µšÁš¸¥¤ÂÁ¦¸¥œ¦¼o ¡¦n„¨´  (Back Propagation neural
network) 宦´ „µ¦¡¥µ„¦–r®»o œ 1, 5, 7 ¨³ 30 ª´œ¨nªŠ®œo µ ץŗo¤¸„µ¦œÎµÁš‡œ·‡šµŠ—oµœÃ‡¦Š nµ¥ž¦³µš
Áš¸¥¤¤µšÎµ„µ¦š—°µ¤Áš‡œ·‡ ‡º° Back Propagation Neural Network, Fuzzy-Back Propagation Neural Network ¨³
Fuzzy-Particle Swarm Optimization Neural Network Ž¹ÉŠÅ—ošÎ µ„µ¦»n¤ Á¨º °„®»oœÄœ˜¨µ—®¨´„š¦´¡¥r ®nŠž¦³Áš«Åš¥š¸É¤¸
‡ªµ¤¤¼¦–r š¸É »— ¤µš—°„´š´ÊŠµ¤Áš‡œ·‡ „µ¦ª´—ž¦³· š›·£µ¡ °Š˜´ªÂ‹³ª´—‹µ„‡n µ°´˜¦µ„µ¦šÎ µœµ¥™¼„
¨³‡nµ‡ªµ¤Á¦È ªš¸ÉčoĜ„µ¦Á¦¸¥œ¦¼o Á¤ºÉ°œÎµ˜´ªÂÁ®¨nµœ¸Ê Şš—°„µ¦¡¥µ„¦–r×¥Áž¦¸¥Áš¸¥„´œš´ÊŠµ¤˜´ ªÂ
¡ªnµÃ—¥ÁŒ¨¸É¥Â¨oª„µ¦¡¥µ„¦–r ץčo˜´ªÂ Back Propagation Neural Network ¤¸‡ªµ¤µ¤µ¦™Äœ„µ¦šÎ µœµ¥Â¨³
Á®¤µ³¤„´„µ¦¡¥µ„¦–r¦µ‡µžd — °Š®»o œ¦³¥³´Êœ¤µ„„ªnµ˜´ªÂ°ºÉ œ ‹¹ŠÅ—oÁ¨º °„Áš‡œ·‡œ¸ÊŞ¡´•œµÁ¡ºÉ °¦oµŠ˜´ ª
Äœ„µ¦¡¥µ„¦–r¦µ‡µžd— °Š®»oœÄœ¦¼žÂ¦³Ÿ¼onª¥„µ¦¨Šš»œ Ž¹ÉŠ¦³œ¸Ê¤¸‡ªµ¤µ¤µ¦™Äœ„µ¦nª¥Äœ„µ¦
˜´—·œÄ‹ °ŠŸ¼o¨Šš» œ¤º°Ä®¤nš¸É œÄ‹Äœ„µ¦¨Šš»œ
‡ÎµÎµ‡´ : ǦŠ nµ¥ž¦³µšÁš¸¥¤ÂÁ¦¸¥œ¦¼o¡¦n„¨´ „µ¦¡¥µ„¦–r®»oœ ˜¨µ—®¨´„š¦´¡¥r®nŠž¦³Áš«Åš¥
Abstract
The Back propagation neural network model is proposed in this research. It is used for stock price
prediction in 1-day, 5-day, 7-day and 30-day. Three techniques of Artificial Neural Network (ANN) which, are
Back Propagation Neural Network, Fuzzy-Back Propagation Neural Network and Fuzzy-Particle Swarm
1 °µ‹µ¦¥r £µ‡ª·µ‡–· ˜«µ˜¦r µ µª·š¥µ„µ¦‡°¤¡·ªÁ˜°¦rž¦³¥»„˜r ‡–³ª·š¥µ«µ˜¦r ¤®µª·š¥µ¨´¥Áš‡ÃœÃ¨¥¸¡¦³‹°¤Á„¨oµ›œ»¦¸
Department of Mathematics, Applied Computer Science Division, Faculty of Science, King Mongkut’s University of Technology
Thonburi.
Corresponding author : E-mail: iwibhayu@kmutt.ac.th
2 œ´„«¹ „¬µž¦·µ˜¦¸ £µ‡ª·µ‡–·˜«µ˜¦r µ µª·š¥µ„µ¦‡°¤¡·ªÁ˜°¦rž¦³¥»„˜r ‡–³ª·š¥µ«µ˜¦r ¤®µª·š¥µ¨´¥Áš‡ÃœÃ¨¥¸¡¦³‹°¤
Á„¨oµ›œ»¦¸
Department of Mathematics, Applied Computer Science Division, Faculty of Science, King Mongkut’s University of Technology
Thonburi.