Abstract: Stock Exchange Share Price is very hard to predict because of fluctuating nature of stock. Stock price prediction is one of the emerging fields of research and many methods like technical analysis, statistical analysis, time series analysis etc are used for this purpose. The aim of this study is to develop a system that can predict future stock prices based on samples of historical prices. This study will use the Artificial Neural Network for learning the historical data of Stock Market & make predictions for next few days. Genetic algorithm is used to optimize the weights of Neural Network so that it can learn better. We are using the stock historical data of 10 years from 2004 to 2014. This data is used to build the system & we use the system for predicting the stock behaviour for next few days. The result showed that the proposed model gives better results than simple Neural Network model.

Keywords: Data Mining, Genetic Algorithm, Neural Network, Stock Price.