Investigation of computational intelligence methods in forecasting problems at stock exchanges
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...
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Format: | Article |
Language: | Ukrainian |
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Igor Sikorsky Kyiv Polytechnic Institute
2021-09-01
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Series: | Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï |
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Online Access: | http://journal.iasa.kpi.ua/article/view/239831 |
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author | Yuriy Zaychenko Galib Hamidov Aydin Gasanov |
author_facet | Yuriy Zaychenko Galib Hamidov Aydin Gasanov |
author_sort | Yuriy Zaychenko |
collection | DOAJ |
description |
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.
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first_indexed | 2024-04-12T10:17:46Z |
format | Article |
id | doaj.art-3647b55308ad4567b9b5e4847797589c |
institution | Directory Open Access Journal |
issn | 1681-6048 2308-8893 |
language | Ukrainian |
last_indexed | 2024-04-12T10:17:46Z |
publishDate | 2021-09-01 |
publisher | Igor Sikorsky Kyiv Polytechnic Institute |
record_format | Article |
series | Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï |
spelling | doaj.art-3647b55308ad4567b9b5e4847797589c2022-12-22T03:37:09ZukrIgor Sikorsky Kyiv Polytechnic InstituteSistemnì Doslìdženâ ta Informacìjnì Tehnologìï1681-60482308-88932021-09-01210.20535/SRIT.2308-8893.2021.2.03Investigation of computational intelligence methods in forecasting problems at stock exchangesYuriy Zaychenko0Galib Hamidov1Aydin Gasanov2Educational and Scientific Complex “Institute for Applied System Analysis” of the National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kyiv“Azershig” company, BakuNational Pedagogical Dragomanov University, Kyiv 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. http://journal.iasa.kpi.ua/article/view/239831share prices forecastingLSTMGRURNNGMDH |
spellingShingle | Yuriy Zaychenko Galib Hamidov Aydin Gasanov Investigation of computational intelligence methods in forecasting problems at stock exchanges Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï share prices forecasting LSTM GRU RNN GMDH |
title | Investigation of computational intelligence methods in forecasting problems at stock exchanges |
title_full | Investigation of computational intelligence methods in forecasting problems at stock exchanges |
title_fullStr | Investigation of computational intelligence methods in forecasting problems at stock exchanges |
title_full_unstemmed | Investigation of computational intelligence methods in forecasting problems at stock exchanges |
title_short | Investigation of computational intelligence methods in forecasting problems at stock exchanges |
title_sort | investigation of computational intelligence methods in forecasting problems at stock exchanges |
topic | share prices forecasting LSTM GRU RNN GMDH |
url | http://journal.iasa.kpi.ua/article/view/239831 |
work_keys_str_mv | AT yuriyzaychenko investigationofcomputationalintelligencemethodsinforecastingproblemsatstockexchanges AT galibhamidov investigationofcomputationalintelligencemethodsinforecastingproblemsatstockexchanges AT aydingasanov investigationofcomputationalintelligencemethodsinforecastingproblemsatstockexchanges |