Machine learning and neural networks for time series event prediction
2016/23/N/HS4/01897
Keywords
Descriptors
- HS4_3: Ekonometria i metody statystyczne
- HS4_6: Rynki finansowe, finanse międzynarodowe
Panel
HS4 – Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution
Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych
Voivodeship: mazowieckie
Principal investigator (from the host institution)
Number of co-investigators in the project: 2
Call
PRELUDIUM 12 – announced on 2016-09-15
- Amount awarded
- 94 400 PLN
- Project start date
- 2017-09-14
- Project end date
- 2020-09-13
- Project duration
- 36 months (the same as in the proposal)
- Project status
- Project settled
Project description
Download the project description in a pdf file
Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Equipment purchased [PL]
- Laptop. Cost: 14 000 PLN
Information in the final report
Publication in academic press/journals (1)
-
Predictability of stock returns using neural networks: elusive in the long term
- Authors:
- Adam Chudziak
- Status:
- Accepted for publication
Book publications / chapters in book publications (1)
-
Artificial Neural Networks in stock market forecasting – remarks on the current research landscape
- Authors:
- Adam Chudziak, Jarosław Chudziak
- Book:
- Prace naukowe Wydziału Elektroniki i Technik Informacyjnych Politechniki Warszawskiej. Tom 2 (year: 2021, volume: 2, pages: 20-33), Publisher: Wydawnictwo Politechniki Warszawskiej
- Status:
- Published