Дослідження методів обчислювального інтелекту у прогнозуванні на фінансових ринках

• Date: 2023
• Main Authors: Zaychenko, Yuriy, Zaichenko, Helen, Kuzmenko, Oleksii
• Format: Article
• Language: English
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2023
• Subjects: оптимізація; МГУА; гібридна мережа МГУА-неофаззі; LSTM; короткострокове та середньострокове прогнозування
• Online Access: http://journal.iasa.kpi.ua/article/view/290368
• Journal Title: System research and information technologies

The work considers intelligent methods for solving the problem of short- and middle-term forecasting in the financial sphere. LSTM DL networks, GMDH, and hybrid GMDH-neo-fuzzy networks were studied. Neo-fuzzy neurons were chosen as nodes of the hybrid network, which allows to reduce computational co...