Publication detail

An Automated Algorithm for Generating Neural Networks for Stock Value Prediction

HORTAI, F.

Original Title

An Automated Algorithm for Generating Neural Networks for Stock Value Prediction

Type

conference paper

Language

English

Original Abstract

This paper deals with the design of a model creating algorithm to assist in trading on financial markets with the use of artificial neural networks. The research focuses on the design and optimization of artificial neural networks (in particular nonlinear autoregressive networks) and their subsequent usage in predictive application in stock market time series. The aim of this paper is to prove that a correctly constructed artificial neural network can be supportive in trading on financial markets by means of the ability to predict trends of stock prices.

Keywords

Financial market, prediction, artificial neural network, stock price forecast

Authors

HORTAI, F.

Released

4. 5. 2016

Publisher

International Business Information Management Association (IBIMA)

Location

Milan, Italy

ISBN

978-0-9860419-6-9

Book

Proceedings of The 27th International Business Information Management Association Conference

Pages from

1069

Pages to

1077

Pages count

9

URL

http://www.ibima.org/ITALY2016/papers/fhfh.html

BibTex

@inproceedings{BUT126705,
  author="František {Hortai}",
  title="An Automated Algorithm for Generating Neural Networks for Stock Value Prediction",
  booktitle="Proceedings of The 27th International Business Information Management Association Conference",
  year="2016",
  pages="1069--1077",
  publisher="International Business Information Management Association (IBIMA)",
  address="Milan, Italy",
  isbn="978-0-9860419-6-9",
  url="http://www.ibima.org/ITALY2016/papers/fhfh.html"
}