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Detail publikace
JANKOVÁ, Z.
Originální název
Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading
Typ
článek ve sborníku ve WoS nebo Scopus
Jazyk
angličtina
Originální abstrakt
The paper discusses the design of a neuro-fuzzy model for decision-making support in free money investment in investment instruments listed on the stock exchange in the Czech Republic. Basic financial indicators, such as return, risk, P/E ratio and EPS have been used for this purpose. Based on the obtained results, it can be stated that the proposed ANFIS model is a suitable tool, in particular for modelling complex and non-linear problems. A neuro-fuzzy model behaves more naturally than other statistical tools, which simulates the decision-making process in stock trading, without increasing the risk in the form of investor's subjective judgment.
Klíčová slova
fuzzy logic; artificial neural networks; stock market; stock trading; soft computing; Czech stock market; ANFIS
Autoři
Vydáno
11. 4. 2019
Nakladatel
IBIMA
Místo
Granada, Spain
ISBN
978-0-9998551-2-6
Kniha
Proceedings of the 33rd International Business Information Management Association Conference (IBIMA)
Strany od
2610
Strany do
2619
Strany počet
10
BibTex
@inproceedings{BUT157197, author="Zuzana {Janková}", title="Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading", booktitle="Proceedings of the 33rd International Business Information Management Association Conference (IBIMA)", year="2019", pages="2610--2619", publisher="IBIMA", address="Granada, Spain", isbn="978-0-9998551-2-6" }