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Title:
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NEURAL NETWORKS IN STOCKS PORTFOLIO MANAGEMENT SUPPORT |
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Author(s):
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Tomislav Ribari?, Vanja Bevanda |
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ISBN:
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978-972-8939-73-1 |
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Editors:
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Miguel Baptista Nunes, Guo Chao Peng, Jörg Roth, Hans Weghorn and Pedro Isaías |
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Year:
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2012 |
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Edition:
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Single |
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Keywords:
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Neural Networks, Multilayer Perceptron, Financial Time Series, Stocks, Forecasting |
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Type:
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Poster/Demonstration |
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First Page:
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129 |
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Last Page:
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131 |
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Language:
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English |
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Cover:
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Full Contents:
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click to dowload 
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Paper Abstract:
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The paper describes the neural networks application supporting the investors 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. |
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