Application of neural networks in investments: A case of BELEX15 stock index
The time series represent a line of observations of unintentional variable in different time periods. The aim of the time series is, on the basis of those observations, to forecast the values of the variable. Further reactions should be predicted on the basis of the data from the past. The research...
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| creator | Ralevic, Nebojsa M. Glisovic, Natasa S. Kiurski, Jelena S. Djakovic, Vladimir Dj Andjelic, Goran B. |
| description | The time series represent a line of observations of unintentional variable in different time periods. The aim of the time series is, on the basis of those observations, to forecast the values of the variable. Further reactions should be predicted on the basis of the data from the past. The research covers the sample representing the Serbian (BELEX15) stock index. The aim of this study is the survey of the algorithm for predicting the reaction of the problem of this type by using the neural networks in function of prediction of the daily stock index values in the emerging market of the Republic of Serbia. The proposal of the algorithm is implemented by software and the results are significant both to academics and professionals in the subject area, especially having in mind the possibility of prediction in investments. |
| doi_str_mv | 10.1109/SISY.2013.6662563 |
| format | Conference Proceeding |
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| identifier | ISSN: 1949-047X |
| ispartof | 2013 IEEE 11th International Symposium on Intelligent Systems and Informatics (SISY), 2013, p.171-175 |
| issn | 1949-047X 1949-0488 |
| language | eng |
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| source | IEEE Electronic Library (IEL) Conference Proceedings |
| subjects | Biological neural networks Educational institutions Indexes Investment Investments Neural Networks Neurons Prediction Stock Index Time Series Time series analysis |
| title | Application of neural networks in investments: A case of BELEX15 stock index |
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