Detail publikačního výsledku

Prediction of European Stock Indexes Using Neuro-fuzzy Technique

JANKOVÁ, Z.; DOSTÁL, P.

Originální název

Prediction of European Stock Indexes Using Neuro-fuzzy Technique

Anglický název

Prediction of European Stock Indexes Using Neuro-fuzzy Technique

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

The paper is focused on the forecast of stock markets of the Central European countries, known as V4, by means of soft computing. The tested model is constructed by a combination of fuzzy logic and artificial neural networks. A total of four SAX, PX, BUX, WIG stock indices differing in their liquidity and efficiency are selected for the forecast. The paper discussed the design of the neuro-fuzzy model as a supporting tool for predicting the selected stock indexes listed on the European stock markets.

Anglický abstrakt

The paper is focused on the forecast of stock markets of the Central European countries, known as V4, by means of soft computing. The tested model is constructed by a combination of fuzzy logic and artificial neural networks. A total of four SAX, PX, BUX, WIG stock indices differing in their liquidity and efficiency are selected for the forecast. The paper discussed the design of the neuro-fuzzy model as a supporting tool for predicting the selected stock indexes listed on the European stock markets.

Klíčová slova

ANFIS; financial market; fuzzy logic; neural networks; soft computing

Klíčová slova v angličtině

ANFIS; financial market; fuzzy logic; neural networks; soft computing

Autoři

JANKOVÁ, Z.; DOSTÁL, P.

Rok RIV

2021

Vydáno

30.06.2020

Nakladatel

Brno University of Technology, Faculty of Business and Management,, Czech Republic

Místo

Brno

ISSN

1802-8527

Periodikum

Trendy ekonomiky a managementu

Svazek

35

Číslo

1

Stát

Česká republika

Strany od

45

Strany do

57

Strany počet

13

URL

https://trends.fbm.vutbr.cz/index.php/trends/article/view/trends.2020.35.45

BibTex

@article{BUT164375,
  author="Zuzana {Janková} and Petr {Dostál}",
  title="Prediction of European Stock Indexes Using Neuro-fuzzy Technique",
  journal="Trendy ekonomiky a managementu",
  year="2020",
  volume="35",
  number="1",
  pages="45--57",
  doi="10.13164/trends.2020.35.45",
  issn="1802-8527",
  url="https://trends.fbm.vutbr.cz/index.php/trends/article/view/trends.2020.35.45"
}