COMPARATIVE ANALYSIS OF APPLICATION OF METHODS DEEP LEARNING AND MARKOV CHAINS FOR FORECASTING FINANCIAL INDICATORS
Journal Title: Регіональна економіка та управління - Year 2018, Vol 4, Issue 22
Abstract
The article deals with the study of complex economic systems using neural networks of deep learning. In the context of which an algorithm for predicting financial market indices with the help of simple and complex Markov chains is investigated. The method of the deep propagation of the neural network known as the multilayer perceptron and the prediction algorithm for time series based on the Markov chains is analyzed. A comparative analysis of financial markets on the basis of these methods was carried out.
Authors and Affiliations
Vladimir Solovyov, Yana Kostyna
Keywords
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