Detail publikačního výsledku

Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading

JANKOVÁ, Z.

Originální název

Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading

Anglický název

Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

The paper discusses the design of a neuro-fuzzy model for decision-making support in free money investment in investment instruments listed on the stock exchange in the Czech Republic. Basic financial indicators, such as return, risk, P/E ratio and EPS have been used for this purpose. Based on the obtained results, it can be stated that the proposed ANFIS model is a suitable tool, in particular for modelling complex and non-linear problems. A neuro-fuzzy model behaves more naturally than other statistical tools, which simulates the decision-making process in stock trading, without increasing the risk in the form of investor's subjective judgment.

Anglický abstrakt

The paper discusses the design of a neuro-fuzzy model for decision-making support in free money investment in investment instruments listed on the stock exchange in the Czech Republic. Basic financial indicators, such as return, risk, P/E ratio and EPS have been used for this purpose. Based on the obtained results, it can be stated that the proposed ANFIS model is a suitable tool, in particular for modelling complex and non-linear problems. A neuro-fuzzy model behaves more naturally than other statistical tools, which simulates the decision-making process in stock trading, without increasing the risk in the form of investor's subjective judgment.

Klíčová slova

fuzzy logic; artificial neural networks; stock market; stock trading; soft computing; Czech stock market; ANFIS

Klíčová slova v angličtině

fuzzy logic; artificial neural networks; stock market; stock trading; soft computing; Czech stock market; ANFIS

Autoři

JANKOVÁ, Z.

Rok RIV

2020

Vydáno

11.04.2019

Nakladatel

IBIMA

Místo

Granada, Spain

ISBN

978-0-9998551-2-6

Kniha

Proceedings of the 33rd International Business Information Management Association Conference (IBIMA)

Strany od

2610

Strany do

2619

Strany počet

10

BibTex

@inproceedings{BUT157197,
  author="Zuzana {Janková}",
  title="Application of Artificial Neural Networks and Fuzzy Logic in Stock Trading",
  booktitle="Proceedings of the 33rd International Business Information Management Association Conference (IBIMA)",
  year="2019",
  pages="2610--2619",
  publisher="IBIMA",
  address="Granada, Spain",
  isbn="978-0-9998551-2-6"
}