Financial time series forecasting using Artificial Neural Networks

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Financial Time Series Forecasting Using Artificial Neural Networks

Financial and capital markets (especially stock markets) are considered high return investment fields, which in the same time are dominated by uncertainty and volatility. Stock market prediction tries to reduce this uncertainty and consequently the risk. As stock markets are influenced by many economical, political and even psychological factors, it is very difficult to forecast the movement of...

متن کامل

Forecasting Hydrologic Time Series Using Artificial Neural Networks

Forecasting a hydrologic time series has been one of the most complicated tasks owing to the wide range of data, the uncertainties in the parameters influencing the time series and also due to the non availability of adequate data. Recently Artificial Neural Networks (ANN) have become quite popular in time series forecasting in various fields. This paper demonstrates the use of ANN to forecast ...

متن کامل

AN EXTENDED FUZZY ARTIFICIAL NEURAL NETWORKS MODEL FOR TIME SERIES FORECASTING

Improving time series forecastingaccuracy is an important yet often difficult task.Both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. In this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

متن کامل

Forecasting Financial Time-Series using Artificial Market Models

We discuss the theoretical machinery involved in predicting financial market movements using an artificial market model which has been trained on real financial data. This approach to market prediction in particular, forecasting financial time-series by training a third-party or ‘black box’ game on the financial data itself – was discussed by Johnson et al. in [10] and [13] and was based on som...

متن کامل

Time series forecasting using neural networks

Recent studies have shown the classification and prediction power of the Neural Networks. It has been demonstrated that a NN can approximate any continuous function. Neural networks have been successfully used for forecasting of financial data series. The classical methods used for time series prediction like Box-Jenkins or ARIMA assumes that there is a linear relationship between inputs and ou...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Enero - Marzo 2020

سال: 2019

ISSN: 1665-5346,2448-6795

DOI: 10.21919/remef.v15i1.376