Detail publikace

Application of artificial intelligence model in financial markets

JANKOVÁ, Z. KADEROVÁ, A.

Originální název

Application of artificial intelligence model in financial markets

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

This paper deals with the application of artificial intelligence model in financial markets. Specifically, a hybrid model based on fuzzy logic and artificial neural networks is chosen. The neuro-fuzzy model is then applied to the stock Exchange Traded Funds on the American and European stock markets. Based on four input variables and five attributes, the basis of rules is determined by neural networks. The amount of rules is then reduced by fuzzy clustering. The output is a model serving to support the decision-making for the investor whether or not to invest in the stocks of Exchange Traded Funds.

Klíčová slova

Artificial Intelligence; Fuzzy Logic; Neural Networks; ANFIS; Financial Market

Autoři

JANKOVÁ, Z.; KADEROVÁ, A.

Vydáno

14. 12. 2020

Nakladatel

Fakulta hospodárskej informatiky Ekonomickej univerzity v Bratislave a Slovenská spoločnosť pre hospodársku informatiku

Místo

Bratislava, Slovakia

ISSN

1336-3514

Periodikum

Ekonomika a informatika

Ročník

18

Číslo

2

Stát

Slovenská republika

Strany od

67

Strany do

74

Strany počet

8

URL

https://ei.fhi.sk/index.php/EAI/article/view/202

BibTex

@article{BUT167387,
  author="Zuzana {Janková} and Andrea {Kaderová}",
  title="Application of artificial intelligence model in financial markets",
  journal="Ekonomika a informatika",
  year="2020",
  volume="18",
  number="2",
  pages="67--74",
  issn="1336-3514",
  url="https://ei.fhi.sk/index.php/EAI/article/view/202"
}