Pattern recognition in the structure of price curves and prediction of their future development using counterpropagation neural networks
Journal: Economic Cybernetics. International scientific journal (Vol.73, No. 1)Publication Date: 2012-06-30
Authors : Matviychuk A. V. Kaydanovich D. B.;
Page : 75-85
Keywords : structure of price curves; prediction; future development; financial indices; counterpropagation neural networks;
Abstract
There is proposed the methodological approach to forecasting of financial indices changes, which based on the recognition of images at price curves structures. This task is solved in the article with usage of counterpropagation neural networks. The analysis of results of carried out experiments shown the high ability to identify of typical patterns in financial indices time series and precise of forecasting of theirs following changes.
Other Latest Articles
- System for monitoring of the strategic development of the cultural and educational level of the population of the region in a single information space
- Tools estimation of regional development disproportionality as a threat to the state economic security (on the example of Lugansk region)
- Fuzzy models and artificial neural networks in enterprise management
- Imitation and forecasting of nonstationary financial time series
- Develop an approach to the formation of the higher education system in Ukraine
Last modified: 2014-04-03 17:12:19