Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F19%3APU132265" target="_blank" >RIV/00216305:26510/19:PU132265 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading
Original language description
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.
Czech name
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Czech description
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Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 33rd International Business Information Management Association Conference (IBIMA)
ISBN
978-0-9998551-2-6
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
2610-2619
Publisher name
IBIMA
Place of publication
Granada, Spain
Event location
Granada
Event date
Apr 10, 2019
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000503988804022

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