An investment strategy for the Stock Exchange using neural networks
Antoni Wysocki, Maciej Ławryńczuk · 2013
Abstract—This paper describes a neural system which helps to make the current investment decisions. Some well known financial indicators usually considered by investors are inputs of the system. The basic problem is to select appropriately the indicators which would give the best predictor. Two methods are used and compared: the combination method and the correlation method. To analyze the problem daily quotations of companies included in the Warsaw Stock Exchange Index (WIG20) are used.