Application of artificial intelligence model in financial markets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F20%3APU138236" target="_blank" >RIV/00216305:26510/20:PU138236 - isvavai.cz</a>
Result on the web
<a href="https://ei.fhi.sk/index.php/EAI/article/view/202" target="_blank" >https://ei.fhi.sk/index.php/EAI/article/view/202</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Application of artificial intelligence model in financial markets
Original language description
This paper deals with the application of artificial intelligence model in financial markets. Specifically, a hybrid model based on fuzzy logic and artificial neural networks is chosen. The neuro-fuzzy model is then applied to the stock Exchange Traded Funds on the American and European stock markets. Based on four input variables and five attributes, the basis of rules is determined by neural networks. The amount of rules is then reduced by fuzzy clustering. The output is a model serving to support the decision-making for the investor whether or not to invest in the stocks of Exchange Traded Funds.
Czech name
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Czech description
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Classification
Type
J<sub>ost</sub> - Miscellaneous article in a specialist periodical
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Ekonomika a informatika
ISSN
1336-3514
e-ISSN
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Volume of the periodical
18
Issue of the periodical within the volume
2
Country of publishing house
SK - SLOVAKIA
Number of pages
8
Pages from-to
67-74
UT code for WoS article
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EID of the result in the Scopus database
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