Price Forecasting Using Neural Networks (for example, analysis of the futures on the RTS index)
Abstract
This article focuses on aspects of preparation data and conducted experiment of training the neural network on the RTS Index futures, with Neuro-Fuzzy Designer (Matlab) program package. As a result, it concluded that neural networks have a high potential as a tool in forecasting prices.
About the Authors
V. G. Keschan
Plekhanov Russian University of Economics
Russian Federation
Russian Federation
E. A. Skryabin
Plekhanov Russian University of Economics
Russian Federation
Russian Federation
References
1. Нейрокомпьютинг и его применение в науке и бизнесе. А. Ежов, С. Шуменский. 1990 г.
2. A Neural Network-Genetic Algorithm Hybrid Model for Forecasting Meriem Djennas, Mustapha Djennas, Mohamed Benbouziane.
3. Таблица 1. Разработано автором.
4. Таблица 2. Разработано автором.
5. Рисунок 1. Разработано автором в MATLAB (https://www.mathworks.com).
Review
For citations:
Keschan V.G., Skryabin E.A. Price Forecasting Using Neural Networks (for example, analysis of the futures on the RTS index). Scientific notes of the Russian academy of entrepreneurship. 2016;(47):23-29. (In Russ.)
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