Detail publikace

An Automated Algorithm for Generating Neural Networks for Stock Value Prediction

HORTAI, F.

Originální název

An Automated Algorithm for Generating Neural Networks for Stock Value Prediction

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

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

Autoři

HORTAI, F.

Vydáno

4. 5. 2016

Nakladatel

International Business Information Management Association (IBIMA)

Místo

Milan, Italy

ISBN

978-0-9860419-6-9

Kniha

Proceedings of The 27th International Business Information Management Association Conference

Strany od

1069

Strany do

1077

Strany počet

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"
}