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Pregled bibliografske jedinice broj: 462487

Stock market prediction by combining multiple neural network models for standard technical analysis tools


Kokan, Tonći
Stock market prediction by combining multiple neural network models for standard technical analysis tools // 23rd EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH EURO XXIII, BOOK OF ABSTRACTS
Bonn, Njemačka, 2009. str. 90-91 (predavanje, međunarodna recenzija, sažetak, znanstveni)


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Naslov
Stock market prediction by combining multiple neural network models for standard technical analysis tools

Autori
Kokan, Tonći

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni

Izvornik
23rd EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH EURO XXIII, BOOK OF ABSTRACTS / - , 2009, 90-91

Skup
23rd EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH EURO XXIII

Mjesto i datum
Bonn, Njemačka, 05.07.2009. - 08.07.2009

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
stock market prediction; neural network models; technical analysis techniques

Sažetak
Neural network models are one the most frequently used alternatives to traditional technical analysis tools for stock market prediction. In this paper we combine the two approaches by modeling several widely used technical analysis techniques by neural networks. Similarities and differences between those techniques are then explored by comparing their corresponding neural network models. Algorithms for construction of neural networks as combinations of the obtained models are presented. Performances of the constructed models are tested against performances of the standard techniques.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekti:
055-0000000-1435 - Matematički modeli u analizi razvoja hrvatskog financijskog tržišta (Aljinović, Zdravka, MZOS ) ( CroRIS)

Ustanove:
Ekonomski fakultet, Split

Profili:

Avatar Url Tonći Kokan (autor)


Citiraj ovu publikaciju:

Kokan, Tonći
Stock market prediction by combining multiple neural network models for standard technical analysis tools // 23rd EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH EURO XXIII, BOOK OF ABSTRACTS
Bonn, Njemačka, 2009. str. 90-91 (predavanje, međunarodna recenzija, sažetak, znanstveni)
Kokan, T. (2009) Stock market prediction by combining multiple neural network models for standard technical analysis tools. U: 23rd EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH EURO XXIII, BOOK OF ABSTRACTS.
@article{article, author = {Kokan, Ton\'{c}i}, year = {2009}, pages = {90-91}, keywords = {stock market prediction, neural network models, technical analysis techniques}, title = {Stock market prediction by combining multiple neural network models for standard technical analysis tools}, keyword = {stock market prediction, neural network models, technical analysis techniques}, publisherplace = {Bonn, Njema\v{c}ka} }
@article{article, author = {Kokan, Ton\'{c}i}, year = {2009}, pages = {90-91}, keywords = {stock market prediction, neural network models, technical analysis techniques}, title = {Stock market prediction by combining multiple neural network models for standard technical analysis tools}, keyword = {stock market prediction, neural network models, technical analysis techniques}, publisherplace = {Bonn, Njema\v{c}ka} }




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