Paper Title
Improving Performance of Stock Investment with Artificial Neural Network

Abstract
This study applies the Artificial Neural Network (ANN) by the developer of Neural Designer. 60% of the sample are used for training, 20% for selection, and 20% for predicting the stock market movement in Thailand by using the SET 50 index as the proxy. The samples are collected equally from the period before and after COVID-19 Pandemic.The results show that ANN application could beat the Logit model. The factors with low predictive ability from Logistic model could be used effectively under ANN application. The findings support the belief that ANN could be used to improve stock investment performance and suggest that Artificial Intelligence (AI) application would play important roles in assisting investors in making investment decision in the near future. Keywords - Artificial Neural Network, Artificial Intelligence, Logit Model SET 50 Index, Stock Investment