An Automated Algorithm for Generating Neural Networks for Stock Value Prediction
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F16%3APU119615" target="_blank" >RIV/00216305:26510/16:PU119615 - isvavai.cz</a>
Result on the web
<a href="http://www.ibima.org/ITALY2016/papers/fhfh.html" target="_blank" >http://www.ibima.org/ITALY2016/papers/fhfh.html</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
An Automated Algorithm for Generating Neural Networks for Stock Value Prediction
Original language description
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.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of The 27th International Business Information Management Association Conference
ISBN
978-0-9860419-6-9
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
1069-1077
Publisher name
International Business Information Management Association (IBIMA)
Place of publication
Milan, Italy
Event location
Milan
Event date
May 4, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000381172300122