Forecasting Value of Financial Instruments by Using Artificial Neural Networks and Linear Regression Models

Student: Serov Dmitrij

Educational Programme: Bachelor

Year of Graduation: 2014

The main objective of the current paper is to build the artificial neural network (ANN) model, capable to help to earn money, trading on the Russian fund-market.The research work presents a broader theoretical basis of procedure of creating ANN model and shows the model, which can produce return as high as 25%.Furthermore, comparing the artificial neural network with the logit-model, the paper proves that the ANN shows more accurate result than alternative method.The end of the paper consists of the ways of using the ANN model (financial strategy).<div> </div>

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