Home  Journals  Financial Analytics: Science and Experience  33(75) - 2011 September

Neural network modeling as a tool for prediction

Available online: 13 September 2011

Subject Heading: MATHEMATICAL METHODS OF ANALYSIS IN THE ECONOMY

JEL Classification: 

The simulation of shifting the paradigm from the theory of probability linear models to nonlinear dynamic models was analyzed in the process of searching stock assets. Scientific researches have shown that the error in neural network modeling is lower than when using standard econometric models. The feasibility of using obtained given as a fundamental factor of the stock index is confirmed.

Keywords: stock index, chaos theory, probability theory, dynamic model, neural network modeling, econometric

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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