ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK

The stock market remains a focus of attention for researchers. So far, various technical and statistical methods and models have been developed and used to show different results, but none with great success. In this paper the author used two approaches to estimate price movement in stock mark...

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Main Author: Marijana Petrović
Format: Article
Language:English
Published: KD Mapro 2019-10-01
Series:Journal of Process Management. New Technologies
Subjects:
Online Access:http://www.japmnt.com/images/volume7/issue-4/5.%20ASSESSMENT%20OF%20MOVEMENT%20OF%20THE%20BELEX15%20INDEX%20USING%20LINEAR%20REGRESSION%20AND%20NEURAL%20NETWORK.pdf
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spelling doaj-b42ef4fc88cf4021a74f9ce852c69f482020-11-25T02:06:53ZengKD MaproJournal of Process Management. New Technologies2334-735X2334-74492019-10-0174354510.5937/jouproman7-22690ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORKMarijana Petrović0University in Novi Sad, Faculty of Economics in Subotica, SerbiaThe stock market remains a focus of attention for researchers. So far, various technical and statistical methods and models have been developed and used to show different results, but none with great success. In this paper the author used two approaches to estimate price movement in stock market: simple linear regression and backpropagation neural network.The aim of this paper is to estimate the value of the Belex15 stock exchange index and to analyze its movement using two aforementioned approaches.http://www.japmnt.com/images/volume7/issue-4/5.%20ASSESSMENT%20OF%20MOVEMENT%20OF%20THE%20BELEX15%20INDEX%20USING%20LINEAR%20REGRESSION%20AND%20NEURAL%20NETWORK.pdfbelex15linear regressionneural network.
collection DOAJ
language English
format Article
sources DOAJ
author Marijana Petrović
spellingShingle Marijana Petrović
ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK
Journal of Process Management. New Technologies
belex15
linear regression
neural network.
author_facet Marijana Petrović
author_sort Marijana Petrović
title ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK
title_short ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK
title_full ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK
title_fullStr ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK
title_full_unstemmed ASSESSMENT OF MOVEMENT OF THE BELEX15 INDEX USING LINEAR REGRESSION AND NEURAL NETWORK
title_sort assessment of movement of the belex15 index using linear regression and neural network
publisher KD Mapro
series Journal of Process Management. New Technologies
issn 2334-735X
2334-7449
publishDate 2019-10-01
description The stock market remains a focus of attention for researchers. So far, various technical and statistical methods and models have been developed and used to show different results, but none with great success. In this paper the author used two approaches to estimate price movement in stock market: simple linear regression and backpropagation neural network.The aim of this paper is to estimate the value of the Belex15 stock exchange index and to analyze its movement using two aforementioned approaches.
topic belex15
linear regression
neural network.
url http://www.japmnt.com/images/volume7/issue-4/5.%20ASSESSMENT%20OF%20MOVEMENT%20OF%20THE%20BELEX15%20INDEX%20USING%20LINEAR%20REGRESSION%20AND%20NEURAL%20NETWORK.pdf
work_keys_str_mv AT marijanapetrovic assessmentofmovementofthebelex15indexusinglinearregressionandneuralnetwork
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