Pregled bibliografske jedinice broj: 713860
Neural Networks in Stocks Portfolio Management Support
Neural Networks in Stocks Portfolio Management Support // IAR 2012 Proceedings / Nunes, Miguel, Baptista ; Peng, Guo Chao ; Roth, Jorg ; weghorn, Hans ; Isaias, Pedro (ur.).
Lisabon: IADIS, 2012. str. 129-131 (poster, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 713860 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Neural Networks in Stocks Portfolio Management Support
Autori
Ribarić, Tomislav ; Bevanda, Vanja
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
IAR 2012 Proceedings
/ Nunes, Miguel, Baptista ; Peng, Guo Chao ; Roth, Jorg ; weghorn, Hans ; Isaias, Pedro - Lisabon : IADIS, 2012, 129-131
ISBN
978-972-8939-73-1
Skup
IAR 2012
Mjesto i datum
Lisabon, Portugal, 17.07.2012. - 23.07.2012
Vrsta sudjelovanja
Poster
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Neural Networks; Multilayer Perceptron; Financial Time Series; Forecating
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Informacijske i komunikacijske znanosti
