Investigation of сomputational intelligence methods in forecasting problems at stock exchanges
dc.contributor.author | Zaychenko, Yu. | |
dc.contributor.author | Hamidov, G. | |
dc.contributor.author | Gasanov, A. | |
dc.date.accessioned | 2022-04-19T07:46:21Z | |
dc.date.available | 2022-04-19T07:46:21Z | |
dc.date.issued | 2021 | |
dc.description.abstracten | In this paper, the forecasting problem of share prices at the New York Stock Exchange (NYSE) was considered and investigated. For its solution the alternative methods of computational intelligence were suggested and investigated: LSTM networks, GRU, simple recurrent neural networks (RNN) and Group Method of Data Handling (GMDH). The experimental investigations of intelligent methods for the problem of CISCO share prices were carried out and the efficiency of forecasting methods was estimated and compared. It was established that method GMDH had the best forecasting accuracy compared to other methods in the problem of share prices forecasting. | uk |
dc.format.pagerange | С. 35-49 | uk |
dc.identifier.citation | Zaychenko, Yu. Investigation of сomputational intelligence methods in forecasting problems at stock exchanges / Yu. Zaychenko, G. Hamidov, A. Gasanov // Системні дослідження та інформаційні технології : міжнародний науково-технічний журнал. – 2021. – № 2. – С. 35-49. – Бібліогр.: 23 назви. | uk |
dc.identifier.doi | https://doi.org/10.20535/SRIT.2308-8893.2021.2.03 | |
dc.identifier.uri | https://ela.kpi.ua/handle/123456789/46924 | |
dc.language.iso | uk | uk |
dc.publisher | КПІ ім. Ігоря Сікорського | uk |
dc.publisher.place | Київ | uk |
dc.source | Системні дослідження та інформаційні технології : міжнародний науково-технічний журнал, № 2 | uk |
dc.subject | share prices forecasting | uk |
dc.subject | LSTM | uk |
dc.subject | GRU | uk |
dc.subject | RNN | uk |
dc.subject | GMDH | uk |
dc.subject.udc | 519.8 | uk |
dc.title | Investigation of сomputational intelligence methods in forecasting problems at stock exchanges | uk |
dc.type | Article | uk |
Файли
Контейнер файлів
1 - 1 з 1
Вантажиться...
- Назва:
- 2021_2_35-49.pdf
- Розмір:
- 704.81 KB
- Формат:
- Adobe Portable Document Format
- Опис:
Ліцензійна угода
1 - 1 з 1
Ескіз недоступний
- Назва:
- license.txt
- Розмір:
- 9.1 KB
- Формат:
- Item-specific license agreed upon to submission
- Опис: