FINANCIAL MARKET PREDICTION SYSTEM WITH EVOLINO NEURAL NETWORK AND DELPHI METHOD-Reference-Cited by-同舟云学术

FINANCIAL MARKET PREDICTION SYSTEM WITH EVOLINO NEURAL NETWORK AND DELPHI METHOD

Published:2013-05-07 Issue:2 Volume:14 Page:403-413
ISSN:1611-1699
Container-title:Journal of Business Economics and Management
language:
Short-container-title:

Author:

Maknickienė Nijolė¹,Maknickas Algirdas¹

Affiliation:

1. Vilnius Gediminas Technical University, Saulėtekio al. 11, LT-10223 Vilnius, Lithuania

Abstract

Use of artificial intelligence systems in forecasting financial markets requires a reliable and simple model that would ensure profitable growth. The model presented in the paper combines Evolino recurrent neural networks with orthogonal data inputs and the Delphi expert evaluation method for its investment portfolio decision making process. A statistical study demonstrates the reliability of the model and describes its accuracy. Capabilities of the model are demonstrated using a trading simulation.

Publisher

Vilnius Gediminas Technical University

Subject

Economics and Econometrics,Business, Management and Accounting (miscellaneous)

Reference25 articles.

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