Projects funded by the NCN
Machine learning and neural networks for time series event prediction
2016/23/N/HS4/01897
Keywords:
time series neural networks effective markets
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
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
woj. 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 (Y-m-d): 2017-09-14
Project end date (Y-m-d): 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 (14 000 PLN)
Information in the final report
- Publication in academic press/journals (1)
- Book publications / chapters in book publications (1)
- Predictability of stock returns using neural networks: elusive in the long termAuthors:Adam ChudziakAcademic press:Expert Systems with Applications (rok: 2023, tom: -, strony: -), Wydawca: ElsevierStatus:Accepted for publicationDOI:brak - link to the publication
- Artificial Neural Networks in stock market forecasting – remarks on the current research landscapeAuthors:Adam Chudziak, Jarosław ChudziakBook:Prace naukowe Wydziału Elektroniki i Technik Informacyjnych Politechniki Warszawskiej. Tom 2 (rok: 2021, tom: 2, strony: 20-33), Wydawca: Wydawnictwo Politechniki WarszawskiejStatus:Published