PROCENA OPTIMALNIH EKONOMSKIH I TEHNIČKIH INDIKATORA ZA DONOŠENJE ODLUKE O TRGOVANJU POLJOPRIVREDNIM AKCIJAMA
Sažetak
Cilj istraživanja je utvrđivanje indikatora koji imaju najveći uticaj na
kupovinu i prodaju akcija radi maksimiranja dobiti koja nastaje u trgovini. Autori su se
orijentisali na određivanje kretanja cena poljoprivrednih akcija na osnovu ekonomskih i
tehničkih indikatora. Investitori na berzi žele da maksimiraju dobit od trgovine putem
prodaje i kupovine akcija. Primenom određenih tehničkih i ekonomskih analiza može se
doneti odluka o prodaji i kupovini poljoprivrednih akcija. S obzirom na to da postoje
mnogi faktori koji utiču na odluku o dobiti od akcija, veoma je važno odrediti koji
parametri ispoljavaju veći, a koji manji uticaj na donošenje odluke. U tu svrhu je
primenjen adaptive neuro-fuzzy inference system (ANFIS), s obzirom na to da je ovaj
metod prikladan za redundantne i nelinearne podatke. Uopšteno govoreći, tehnički
indikatori su znatno korisniji i moćniji za donošenje odluke u oblasti trgovine
poljoprivrednim akcijama. Tehnički indikator konvergencije i divergencije pokretnog
proseka (Technical indicator moving average convergence and divergence - MACD)
ima najjači uticaj na donošenje odluke o trgovanju akcijama. Relativna promena
ekonomskog indikatora, nakon petnaestodnevnog saveznog kursa ima najpresudniji
uticaj na odluku o trgovanju akcijama.
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