Supporting investment decisions using data mining methods

• Autorzy: Sysiak W. , Trajer J. , Janaszek M.
• Języki publikacji: EN

Abstrakty

EN

This paper presents an application of k-means clustering in preliminary data analysis which preceded the choice of input variables for the system supporting the decision about stock purchase or sale on capital markets. The model forecasting share prices issued by companies in the food-processing sector quoted at the Warsaw Stock Exchange was created in STATISTICA 7.1. It was based on neural modeling and allowed for the assessment of changes direction in securities values (increase, decrease) and generates the quantitative forecast of their future price.

Słowa kluczowe

EN

data mining; decision support; k-means clustering; neural networks

• Wydawca: Wydawnictwo Uniwersytetu Przyrodniczo-Humanistycznego w Siedlcach
• Czasopismo: Studia Informatica : systems and information technology
• Rocznik: 2009
• Tom: Vol. 1(12)
• Strony: 67--78
• Opis fizyczny: Bibliogr. 10 poz., rys., tab., wykr.

Twórcy

autor

Sysiak W.

• Chair of Fundamentals of Engineering, Warsaw Agricultural University (SGGW), ul. Nowoursynowska 166, 02-787 Warsaw

autor

Trajer J.

• Chair of Fundamentals of Engineering, Warsaw Agricultural University (SGGW), ul. Nowoursynowska 166, 02-787 Warsaw

autor

Janaszek M.

• Chair of Fundamentals of Engineering, Warsaw Agricultural University (SGGW), ul. Nowoursynowska 166, 02-787 Warsaw

Bibliografia

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