Prediktivni hibridni sistem za berzansko tržište: Slučaj tranzitornih tržišta

  • Nebojša M. Ralević Univerzitet u Novom Sadu, Fakultet tehničkih nauka, Departman za industrijsko inženjerstvo i menadžment, Trg Dositeja Obradovića 6, 21000 Novi Sad
  • Nataša S. Glišović Državni univerzitet u Novom Pazaru, Departman za matematičke nauke
  • Vladimir Đ. Đaković Univerzitet u Novom Sadu, Fakultet tehničkih nauka
  • Goran B. Anđelić Univerzitet Edukons, Fakultet poslovne ekonomije
DOI: https://doi.org/10.5937/industrija45-11052
Ključne reči: Investments||, ||Investiranje, Prediction||, ||Predikcija, Hybrid System||, ||Hibridni sistem, Stock||, ||Akcije, Neural networks||, ||Neuralne mreže, Market||, ||Tržište,

Sažetak


Predmet istraživanja u radu jeste kreiranje i testiranje poboljšanog fuzzy neural network backpropagation modela za predikciju berzanskih indeksa, uz poređenje sa tradicionalnim neural network backpropagation modelom. Cilj istraživanja jeste dolaženje do konkretnih saznanja o mogućnostima primene poboljšanog fuzzy neural network backpropagation modela za predikciju berzanskih indeksa, sa posebnim fokusom na tranzitorna tržišta. Metodologija korišćena u radu obuhvata integraciju fuzzy-fikovanih tezina u neuro mreži. Rezultati istraživanja biće korisni kako široj investicionoj javnosti, tako i akademskoj struci, u smislu korišćenja poboljšanog modela u donošenju odluka o investiranju i unapređenju znanja u predmetnoj oblasti.

Biografije autora

Nebojša M. Ralević, Univerzitet u Novom Sadu, Fakultet tehničkih nauka, Departman za industrijsko inženjerstvo i menadžment, Trg Dositeja Obradovića 6, 21000 Novi Sad

Department of Fundamental Sciences;

Full Professor

Nataša S. Glišović, Državni univerzitet u Novom Pazaru, Departman za matematičke nauke
Teaching Assistant
Vladimir Đ. Đaković, Univerzitet u Novom Sadu, Fakultet tehničkih nauka

Department of Industrial Engineering and Management;

Assistant Professor

Goran B. Anđelić, Univerzitet Edukons, Fakultet poslovne ekonomije
Associate Professor

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Objavljeno
2017/05/12
Broj časopisa
Vol. 45 Br. 1 (2017)
Rubrika
Originalni naučni članak