Naslov
Neural networks for time-series predictions in finance and investing

Autori
Zekić, Marijana

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

Izvornik
Proceedings : 6th International Conference on Operational Research = KOI '96 / Hunjak, Tihomir ; Martić, Ljubomir ; Neralić, Luka - Zagreb : Hrvatsko društvo za operacijska istraživanja (CRORS), 1996, 215-220

Skup
6th International Conference on Operational Research

Mjesto i datum
Rovinj, Hrvatska, 01.10.1996. - 03.10.1996

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
neural networks; backpropagation algorithm; time series prediction; profit

Sažetak
According to research of many authors, almost all problems can be solved more efficient by neural networks than by traditional modelling and statistical methods. Artificial intelligence with neural networks gives the possibility to improve classical methods with its capability of learning, higher degree of robustness and fault tolerance. The paper is concerned on usage of neural networks in domain of finance and investing. Various authors are compared and their results in neural network application in area of finance and investing are presented. In our research, we tried to test and evaluate several different architectures of backpropagation neural network algorithm on profit prediction problem. Given results show that the architecture of neural networks that best predicts the future values of profits with minimum root mean square error is three layer network with 9 neurons in input and hidden layer and one neuron in output layer, with learning parameter of 0.2. Future research can concentrate on other evaluating measures and types of networks.

Izvorni jezik
Engleski

Znanstvena područja
Informacijske i komunikacijske znanosti

POVEZANOST RADA