Price Forecasting Using Neural Networks (for example, analysis of the futures on the RTS index)

This article focuses on aspects of preparation data and conducted experiment of training the neural network on the RTS Index futures, with Neuro-Fuzzy Designer (Matlab) program package. As a result, it concluded that neural networks have a high potential as a tool in forecasting prices.

Bibliographic Details
Published in:Ученые записки Российской академии предпринимательства
Main Authors: V. G. Keschan, E. A. Skryabin
Format: Article
Language:Russian
Published: Russian Academy of Entrepreneurship 2021-08-01
Subjects:
Online Access:https://www.scinotes.ru/jour/article/view/381
Description
Summary:This article focuses on aspects of preparation data and conducted experiment of training the neural network on the RTS Index futures, with Neuro-Fuzzy Designer (Matlab) program package. As a result, it concluded that neural networks have a high potential as a tool in forecasting prices.
ISSN:2073-6258