PL EN


2014 | 15 | 2 | 307-316
Article title

APPLICATION OF ARTIFICIAL NEURAL NETWORK SUPPORTING THE PROCESS OF PORTFOLIO MANAGEMENT IN TERMS OF TIME INVESTMENT ON THE WARSAW STOCK EXCHANGE

Content
Title variants
Languages of publication
EN
Abstracts
EN
The paper presents the use of artificial neural networks as a tool expert, which supports decision-making for the quarterly period investing on the stock exchange. The authors also proposed a set of 12 features of the economy and the stock market, which has a universal character so that the approach presented in the publication of this configuration data can be useful for any chosen market. Tests were carried out on the basis of actual data from WSE (GPW in Warsaw) and the Polish economy.
Year
Volume
15
Issue
2
Pages
307-316
Physical description
Dates
published
2014
Contributors
  • Department of Regional Policy and Food Economy, University of Rzeszow , mhalicki@ur.edu.pl
References
  • Acciani G., Chiarantoni E., Fornarelli G., Vergura S. (2003) A feature extraction unsupervised neural network for an environmental data set, Neural Networks, Vol. 16, Issue 3-4, pp. 427–436.
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  • Ghosh-Dastidar S., Adeli H. (2009) A new supervised learning algorithm for multiple spiking neural networks with application in epilepsy and seizure detection, Neural Networks, Vol. 22, Issue 10, pp. 1419–1431.
  • gpw.pl, (http://www.gpw.pl/root) [Accessed 29 August 2014]
  • Halicki M. (2013) Capital Market in Poland and Germany – the comparative law analysis, Scientific Papers of the Ministry of Education and Science of Ukraine, No. 4/69, Kiev, pp. 164-165.
  • Murphy J.J. (2004) Intermarket analysis: profiting from global market relationship, John Wiley&Sons, Inc., p. 236.
  • Noel M. M., Pandian B. J. (2014) Control of a nonlinear liquid level system using a new artificial neural network based reinforcement learning approach, Applied Soft Computing, Vol. 23, pp. 444-451.
  • OECD, (http://stats.oecd.org/index.aspx?queryid=350) [Accessed 29 August 2014]
  • Raport (2013) Life after Lehman, Five years on, Allen & Overy LLP 2013, p. 6.
  • Stooq, (stooq.pl) [Accessed 29 August 2014]
  • Tadeusiewicz R. (1993) Sieci neuronowe, A. O. W., Warszawa, p. 13.
  • WEALTH-X, (http://www.wealthx.com/wealthxubswealthreport/) [Accessed 29 August 2014]
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-fafa12c6-4c9b-419f-8813-3a5bcd4a476e
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