Neural Networks in Stocks Portfolio Management Support (CROSBI ID 613908)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Ribarić, Tomislav ; Bevanda, Vanja
engleski
Neural Networks in Stocks Portfolio Management Support
The paper describes the neural networks application supporting the investor's stocks portfolio management decision-making. Based on the results of forecasting the future prices of the stock of Ericsson Nikola Tesla joint-stock company with the portfolio management support system, it is shown that the application of a multilayer perceptron for this purpose is efficient. The authors identified the main disadvantages of the application and the possible ways of using the obtained results as the bases for portfolio management decision- making.
Neural Networks; Multilayer Perceptron; Financial Time Series; Forecating
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Podaci o prilogu
129-131.
2012.
objavljeno
Podaci o matičnoj publikaciji
IAR 2012 Proceedings
Nunes, Miguel, Baptista ; Peng, Guo Chao ; Roth, Jorg ; weghorn, Hans ; Isaias, Pedro
Lisabon: IADIS
978-972-8939-73-1
Podaci o skupu
IAR 2012
poster
17.07.2012-23.07.2012
Lisabon, Portugal