Neural Networks in Stocks Portfolio Management Support

Autor: Ribarić, T., Vanja Bevanda
Přispěvatelé: Nunes, Miguel, Baptista, Peng, Guo Chao, Roth, Jorg, weghorn, Hans, Isaias, Pedro
Jazyk: angličtina
Rok vydání: 2012
Předmět:
Zdroj: Scopus-Elsevier
Popis: 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.
Databáze: OpenAIRE