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The analysis further shows that 60 percent accuracy found in the prediction of the direction of daily movement of Indian stock market price after the financial crises period 2008. The study indicates that the predictive power of the feedforward neural network models reasonably influenced by one-day lag stock market price. Hence, the validity of an efficient market hypothesis does not hold in practice in the Indian stock market. This article is quite useful to the investors, professional traders and regulators for understanding the effectiveness of Indian stock market to take appropriate investment decision in the stock market.<\/jats:p>","DOI":"10.4018\/ijsds.2018070104","type":"journal-article","created":{"date-parts":[[2018,6,25]],"date-time":"2018-06-25T14:43:36Z","timestamp":1529937816000},"page":"84-94","source":"Crossref","is-referenced-by-count":6,"title":["Predicting Stock Market Price Using Neural Network Model"],"prefix":"10.4018","volume":"9","author":[{"given":"Naliniprava","family":"Tripathy","sequence":"first","affiliation":[{"name":"Indian Institute of Management Shillong, Shillong, India"}]}],"member":"2432","reference":[{"key":"IJSDS.2018070104-0","doi-asserted-by":"crossref","unstructured":"Cao, Q., Leggio, K. B., & Schniederjans, M. J. (2005). A comparison between Fama and French\u2019s model and Artificial Neural Networks in Predicting the Chinese Stock Market. 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