| Title |
Savitvarkių neuroninių tinklų taikymas kompanijų vertybinių popierių analizei / |
| Translation of Title |
Application of self-organizing neural networks to corporate securities analysis. |
| Authors |
Poškus, Karolis |
| Full Text |
|
| Pages |
50 |
| Keywords [eng] |
self-organizing neural network ; clustering ; corporate securities analysis |
| Abstract [eng] |
The paper provides an overview of artificial intelligence methods applications in finance. The method of self-organizing neural networks (SOM) and the application of this method for the analysis of financial markets and securities is more widely explored. Software for SOM implementation is presented. Research methodology is provided. The created scheme is presented for the selection of company securities and portfolio formation through SOM. The four-month market monitoring survey suggests that the chosen clustering algorithm with the SOM allows for a good forecast of the evolution of financial markets. |
| Dissertation Institution |
Kauno technologijos universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2019 |
