Prediction of high increases in stock prices using neural networks

被引:0
|
作者
Michalak, K [1 ]
Lipinski, P
机构
[1] Wroclaw Tech Univ, PL-50370 Wroclaw, Poland
[2] Univ Strasbourg 1, CNRS, LSIIT, Strasbourg, France
[3] Univ Wroclaw, Inst Comp Sci, PL-51151 Wroclaw, Poland
关键词
neural networks; multi-layer perceptron; financial forecasting; stock market data prediction;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper addresses the problem of stock market data prediction. It discusses the abilities of neural networks to learn and to forecast price quotations as well as proposes a neural approach to the future stock price prediction and detection of high increases or high decreases in stock prices. In order to validate the approach, a large number of experiments were performed on real-life data from the Warsaw Stock Exchange.
引用
收藏
页码:359 / 366
页数:8
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