Publication detail

Application of artificial intelligence model in financial markets

JANKOVÁ, Z. KADEROVÁ, A.

Original Title

Application of artificial intelligence model in financial markets

Type

journal article - other

Language

English

Original Abstract

This paper deals with the application of artificial intelligence model in financial markets. Specifically, a hybrid model based on fuzzy logic and artificial neural networks is chosen. The neuro-fuzzy model is then applied to the stock Exchange Traded Funds on the American and European stock markets. Based on four input variables and five attributes, the basis of rules is determined by neural networks. The amount of rules is then reduced by fuzzy clustering. The output is a model serving to support the decision-making for the investor whether or not to invest in the stocks of Exchange Traded Funds.

Keywords

Artificial Intelligence; Fuzzy Logic; Neural Networks; ANFIS; Financial Market

Authors

JANKOVÁ, Z.; KADEROVÁ, A.

Released

14. 12. 2020

Publisher

Fakulta hospodárskej informatiky Ekonomickej univerzity v Bratislave a Slovenská spoločnosť pre hospodársku informatiku

Location

Bratislava, Slovakia

ISBN

1336-3514

Periodical

Ekonomika a informatika

Year of study

18

Number

2

State

Slovak Republic

Pages from

67

Pages to

74

Pages count

8

URL

https://ei.fhi.sk/index.php/EAI/article/view/202

BibTex

@article{BUT167387,
  author="Zuzana {Janková} and Andrea {Kaderová}",
  title="Application of artificial intelligence model in financial markets",
  journal="Ekonomika a informatika",
  year="2020",
  volume="18",
  number="2",
  pages="67--74",
  issn="1336-3514",
  url="https://ei.fhi.sk/index.php/EAI/article/view/202"
}