Detail publikace

Stock Price Prediction Problem Using Artificial Intelligence

JANKOVÁ, Z.

Originální název

Stock Price Prediction Problem Using Artificial Intelligence

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The presented paper deals with the application of artificial neural network and fuzzy logic for prediction of stock index price. The combination of these two techniques can provide an intelligent system with more ability and flexibility. Financial markets are becoming increasingly complex and demanding to predict stock price movements due to their non-linear and dynamic nature.The adaptive neuro-fuzzy inference system (ANFIS)model is trained and tested for the PX stock index listed on the Czech Stock Exchange. The stock index is forecast based on historical returns for the period 2010 to 2018. The proposed model is designed to help investors identify profitable opportunities in stock markets.

Klíčová slova

ANFIS; artificial intelligence; fuzzy logic; neural networks; prediction stock price; stock market

Autoři

JANKOVÁ, Z.

Vydáno

6. 9. 2019

Nakladatel

Palacký University Olomouc

Místo

Olomouc, Czech Republic

ISBN

978-80-244-5543-3

Kniha

Knowledge on Economics and Management:Profit or Purpose

Strany od

56

Strany do

62

Strany počet

289

BibTex

@inproceedings{BUT158655,
  author="Zuzana {Janková}",
  title="Stock Price Prediction Problem Using Artificial Intelligence",
  booktitle="Knowledge on Economics and Management:Profit or Purpose",
  year="2019",
  pages="56--62",
  publisher="Palacký University Olomouc",
  address="Olomouc, Czech Republic",
  isbn="978-80-244-5543-3"
}