1. OAR@UM
  2. External Research Collection
  3. Social Sciences
  4. Finance
  5. European Research Studies Journal
  6. 2012
  7. European Research Studies Journal, Volume 15, Issue 2
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/31055
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dc.contributor.authorHanias, Michael P.-
dc.contributor.authorCurtis, Panayiotis G.-
dc.contributor.authorThalassinos, Eleftherios-
dc.date.accessioned2018-06-15T06:32:53Z-
dc.date.available2018-06-15T06:32:53Z-
dc.date.issued2012-
dc.identifier.citationHanias, M. P., Curtis, P. G., & Thalassinos, E. (2012). Time series prediction with neural networks for the Athens stock exchange indicator. European Research Studies Journal, 15(2), 23-32.en_GB
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/31055-
dc.description.abstractThe main aim of this study is to predict the daily stock exchange price index of the Athens Stock Exchange (ASE) using back propagation neural networks. We construct the neural network based on the minimum embedding dimension of the corresponding strange attractor. Multistep prediction for nine days ahead is achieved with this particular network indicating the increased possibility of this technique for immediate forecasts for very timeshort data sets, mostly daily and weekly.en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Piraeus. International Strategic Management Associationen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectStock exchanges -- Greeceen_GB
dc.subjectTime Series Processor (Computer program language)en_GB
dc.subjectNeural networks (Computer science) -- Economic aspectsen_GB
dc.subjectPrice indexesen_GB
dc.titleTime series prediction with neural networks for the Athens stock exchange indicatoren_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.publication.titleEuropean Research Studies Journalen_GB
Appears in Collections:European Research Studies Journal, Volume 15, Issue 2

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