Прогнозування тимчасових рядів фінансових показників за допомогою багатошарової нейронної мережі
Ключові слова:
: багатошарова нейрона мережа, прогнозування обсягу продажів, інформаційна система прогнозування
Анотація
Робота присвячена моделюванню багатошарової нейронної мережі для прогнозування обсягів продажу груп товарів. Наведено аналіз публікацій про використання нейронних мереж в сфері прогнозування фінансових показників. Описано розроблене програмне забезпечення для проведення моделювання багатошарової нейронної мережі та подальшого прогнозування. Приведено приклади аналізу тимчасового ряду та формування на його основі прогнозу за допомогою двохшарової нейронної мережі
Посилання
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2. Mnykh E.V. Economic analysis: in hand. / Kyiv: Znannia, 2011. 630 p.
3. Bachevskyi B. E. The potential and development of the enterprise: education. manual / Kyiv: Center for Educational Literature, 2009. 400 p.
4. Subbotin S. O. Neural networks: theory and practice: teaching. guide.– Zhytomyr: Ed. O.O. Evenok, 2020. - 184 p.
5. Tymoshchuk P. V. Artificial neural networks Study guide.// Lviv: Publishing House of Lviv Polytechnic. - 2011. - 444 p.
6. Lyeonov S., Kuzmenko O., Bozhenko V., Mursalov M., Zeynalov Z., Huseynova A. Forecasting the risk of money laundering through financial intermediaries. Financial and Credit Activity Problems of Theory and Practice, 4(35), 2021. pp. 191–201.
7. Lukyanova V., Matsiuk N. Comparison of neural networks and time-seriesdecomposition method for sales forecasting trading company. Scientific Bulletin of Chernivtsi University. 2012. No.623-626. Pp. С. 332-338.
8. Gorchakova I. A., Vorvarovskaya N. N. Forecasting the price index in the real estate market using the ARIMA model and neural networks. Bulletin of Khmelnitsky National University. 2010. №4. pp. 74–86.
9. Levitskaya T.A., Zhelezov D.A. Modeling neural networks for assessing the market value of a residential property. Computer-integrated technologies: education, science, production. 2020. No 41. pp. 59-64
10. Galeshchuk S. Pieces of neural networks in forecasting the currency market. Bulletin of the Kiev National Trade and Economic University. 2016. Issue No. 3. P. 101–114
11. Levitskaya T.A., Romanov K.G. Modelling stock markets forecasting using neural networks. No. 35 2017: Reporter of the Priazovskyi State Technical University. Section: Technical sciences (2017). No 35. Pp 226-230
12. Gadetska Z. Assessment of risk of bankruptcy of banks of ukraine by a modern method of artificial neural networks. Economy and Society, 2019. No 20. pp. 753-761.
13. Kovshik V.I. Selection of piece-wise neural networks for predicting the logistics of machine business enterprises. Skhidna Evropa: economy, business and management. – Dnipro: DVNZ “Pridniprovska State Academy of Life and Architecture. 2016. No. 4. pp. 430–435.
14. Stavitsky O. V., Mozolevska M. O. Using neural for forecasting in the financial sector. Actual problems of economy and management. 2017. No. 19. pp. 35–42.
15. Mnushko Z. M., Popova Yu. V., Timanyuk I. V. Multi-layer artificial neural network in predicting the capacity of the pharmaceutical market. Clinical informatics and telemedicine./ 2009. Т. 5, No 6. pp. 69-74.
Опубліковано
2022-12-18
Як цитувати
Левицька, Т., & Грасимов, Д. (2022). Прогнозування тимчасових рядів фінансових показників за допомогою багатошарової нейронної мережі. КОМП’ЮТЕРНО-ІНТЕГРОВАНІ ТЕХНОЛОГІЇ: ОСВІТА, НАУКА, ВИРОБНИЦТВО, (49), 48-53. https://doi.org/10.36910/6775-2524-0560-2022-49-07
Розділ
Інформатика та обчислювальна техніка
