Naslov
Neural Network Applications in Stock Market Predictions

Autori
Zekić, Marijana

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 9th International Conference on Information and Intelligent Systems '98 / Aurer, Boris ; Logožar, Robert - Varaždin : Fakultet organizacije i informatike Sveučilišta u Zagrebu, 1998, 255-263

Skup
9th International Conference "Information and Intelligent Systems '98"

Mjesto i datum
Varaždin, Hrvatska, 23.09.1998. - 25.09.1998

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
neural network applications; stock market; qualitative comparative analysis; NN methodology; benefits; limitations

Sažetak
Neural networks (NNs), as artificial intelligence (AI) methods, have become very important in making stock market predictions. Much research on the applications of NNs for solving business problems have proven their advantages over statistical and other methods that do not include AI, although there is no optimal methodology for a certain problem. In order to identify the main benefits and limitations of previous methods in NN applications and to find connections between methodology and problem domains, data models, and results obtained, a comparative analysis of selected applications is conducted. It can be concluded from analysis that NNs are most implemented in forecasting stock prices, returns, and stock modeling, and the most frequent methodology is the Backpropagation algorithm. However, the importance of NN integration with other artificial intelligence methods is emphasized by numerous authors. Inspite of many benefits, there are limitations that should be investigated, such as the relevance of the results, and the "best" topology for the certain problems.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija, Informacijske i komunikacijske znanosti

POVEZANOST RADA