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Hybrid wavelet adaptive neuro-fuzzy tool supporting competitiveness and efficiency of predicting the stock markets of the Visegrad Four countries

Identifikátory výsledku

  • Kód výsledku v IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F23%3APU148215" target="_blank" >RIV/00216305:26510/23:PU148215 - isvavai.cz</a>

  • Výsledek na webu

    <a href="https://www.cjournal.cz/index.php?hid=clanek&bid=aktualni&cid=475&cp=" target="_blank" >https://www.cjournal.cz/index.php?hid=clanek&bid=aktualni&cid=475&cp=</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.7441/joc.2023.01.04" target="_blank" >10.7441/joc.2023.01.04</a>

Alternativní jazyky

  • Jazyk výsledku

    angličtina

  • Název v původním jazyce

    Hybrid wavelet adaptive neuro-fuzzy tool supporting competitiveness and efficiency of predicting the stock markets of the Visegrad Four countries

  • Popis výsledku v původním jazyce

    The stock market is influenced by many factors and predicting its development is a difficult and complicated task. Successful and accurate stock market prediction is absolutely essential for countries’ economies as it helps to create a competitive advantage for listed companies through economies of scale. The aim of the paper is to decompose and denoise stock time series using wavelet analysis, detect a smoothed trend and predict future development using an adaptive neuro-fuzzy model. This hybrid fusion model is also referred to as the WANFIS model. The application of the WANFIS model is carried out on less developed stock markets, specifically on the official stock market indices of the Visegrad countries, namely the Czech Republic, Slovak Republic, Poland and Hungary. Recently, wavelet analysis has been among the most promising mathematical tools, which can be used to easily decompose continuous signals or time series in the time and frequency domains. The results show that the proposed WANFIS hybrid model demonstrates a more accurate prediction of the development of stock indices than individual models alone. Experimental results show that the fusion model provides a promising and effective tool for predicting even less liquid and less efficient stock markets, such as those in the V4 countries. A useful and accurate prediction alternative proven in emerging stock markets is offered.

  • Název v anglickém jazyce

    Hybrid wavelet adaptive neuro-fuzzy tool supporting competitiveness and efficiency of predicting the stock markets of the Visegrad Four countries

  • Popis výsledku anglicky

    The stock market is influenced by many factors and predicting its development is a difficult and complicated task. Successful and accurate stock market prediction is absolutely essential for countries’ economies as it helps to create a competitive advantage for listed companies through economies of scale. The aim of the paper is to decompose and denoise stock time series using wavelet analysis, detect a smoothed trend and predict future development using an adaptive neuro-fuzzy model. This hybrid fusion model is also referred to as the WANFIS model. The application of the WANFIS model is carried out on less developed stock markets, specifically on the official stock market indices of the Visegrad countries, namely the Czech Republic, Slovak Republic, Poland and Hungary. Recently, wavelet analysis has been among the most promising mathematical tools, which can be used to easily decompose continuous signals or time series in the time and frequency domains. The results show that the proposed WANFIS hybrid model demonstrates a more accurate prediction of the development of stock indices than individual models alone. Experimental results show that the fusion model provides a promising and effective tool for predicting even less liquid and less efficient stock markets, such as those in the V4 countries. A useful and accurate prediction alternative proven in emerging stock markets is offered.

Klasifikace

  • Druh

    J<sub>imp</sub> - Článek v periodiku v databázi Web of Science

  • CEP obor

  • OECD FORD obor

    50202 - Applied Economics, Econometrics

Návaznosti výsledku

  • Projekt

  • Návaznosti

    S - Specificky vyzkum na vysokych skolach

Ostatní

  • Rok uplatnění

    2023

  • Kód důvěrnosti údajů

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Údaje specifické pro druh výsledku

  • Název periodika

    Journal of Competitiveness

  • ISSN

    1804-171X

  • e-ISSN

  • Svazek periodika

    15

  • Číslo periodika v rámci svazku

    1

  • Stát vydavatele periodika

    CZ - Česká republika

  • Počet stran výsledku

    16

  • Strana od-do

    56-72

  • Kód UT WoS článku

    000971315400010

  • EID výsledku v databázi Scopus

    2-s2.0-85159075756