An Investment Strategy for the Stock Exchange Using Neural Networks

被引：0

作者：

Wysocki, Antoni ^{[1
]}

Lawrynczuk, Maciej ^{[1
]}

机构：

[1] Warsaw Univ Technol, Inst Control & Computat Engn, PL-00665 Warsaw, Poland

来源：

2013 FEDERATED CONFERENCE ON COMPUTER SCIENCE AND INFORMATION SYSTEMS (FEDCSIS) | 2013年

关键词：

Stock exchange; prediction; nonlinear modeling; neural networks; soft computing;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper describes a neural system which helps to make the current investment decisions. Some well known financial indicators usually considered by investors are inputs of the system. The basic problem is to select appropriately the indicators which would give the best predictor. Two methods are used and compared: the combination method and the correlation method. To analyze the problem daily quotations of companies included in the Warsaw Stock Exchange Index (WIG20) are used.

引用

页码：183 / 190

页数：8

共 50 条

[31] Investigating the Performance of Technical Indicators in Electrical Industry in Tehran's Stock Exchange Using Hybrid Methods of SRA, PCA and Neural Networks
Gholamiangonabadi, Davoud
Taheri, Seyed Danial Mohseni
Mohammadi, Afshin
Menhaj, Mohammad Bagher
2014 5TH CONFERENCE ON THERMAL POWER PLANTS (CTPP), 2014, : 75 - 82
[32] Indian stock market prediction using artificial neural networks on tick data
Dharmaraja Selvamuthu
Vineet Kumar
Abhishek Mishra
Financial Innovation, 5
[33] INNOVATIONS IN MANAGEMENT FORECAST: TIME DEVELOPMENT OF STOCK PRICES WITH NEURAL NETWORKS
Vochozka, Marek
Horak, Jakub
Krulicky, Tomas
MARKETING AND MANAGEMENT OF INNOVATIONS, 2020, (02): : 324 - 339
[34] Neural Networks to Predict Stock Market Price
Al-Shayea, Qeethara K.
WORLD CONGRESS ON ENGINEERING AND COMPUTER SCIENCE, WCECS 2017, VOL I, 2017, : 371 - 377
[35] Stock Market Crisis Forecasting Using Neural Networks with Input Factor Selection
Fuchs, Felix
Wahl, Markus
Zagst, Rudi
Zheng, Xinyi
APPLIED SCIENCES-BASEL, 2022, 12 (04):
[36] Isolating Stock Prices Variation with Neural Networks
Draganova, Chrisina
Lanitis, Andreas
Christodoulou, Chris
ENGINEERING APPLICATIONS OF NEURAL NETWORKS, PROCEEDINGS, 2009, 43 : 401 - +
[37] Forecasting Stock Trends with Feedforward Neural Networks
Traskowski, Marcin
Kannout, Eyad
2024 19TH CONFERENCE ON COMPUTER SCIENCE AND INTELLIGENCE SYSTEMS, FEDCSIS 2024, 2024, : 767 - 771
[38] CLUSTER FORMATION OF INVESTMENT ATTRACTIVE AGRARIAN REGIONS OF THE COUNTRY USING NEURAL NETWORKS
Novak, Inna Mykolaivna
MARKETING AND MANAGEMENT OF INNOVATIONS, 2016, (03): : 221 - 229
[39] Forecasting exchange rates using neural networks for technical trading rules
Franses, PH
van Griensven, K
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 1998, 2 (04) : 109 - 114
[40] Modelling exchange rates during currency crisis using neural networks
Nasr, G. E.
Dibeh, G.
Abdallah, M.
PROCEEDINGS OF THE 15TH IASTED INTERNATIONAL CONFERENCE ON APPLIED SIMULATION AND MODELLING, 2006, : 466 - +

← 1 2 3 4 5 →