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Artificial neural networks are non-linear models that can be trained to extract hidden structures and relationships that govern the data. They can be used for analyzing relations among economic and financial phenomena. In the paper we discuss our research on application of three forecasting methods. These methods are: econometric model, AR(3) and the back propagation algorithm. The prediction of share prices of three companies listed on the Warsaw Stock Exchange was made. The accuracy of forecasting was evaluated in terms of percentage errors MAPE and RASE.
Czasopismo
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Tom
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79--89
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Bibliogr. 13 poz.
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- Institute of Management
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Bibliografia
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bwmeta1.element.baztech-article-LOD7-0028-0060