BIS record '1998/1/76'

BibTeX

@inproceedings{BIS:1998/1/76,
  author        = {Karol Wituszyński},
  title         = {Tworzenie portfela papierów wartościowych z wykorzystaniem sieci neuronowych },
  year          = {1998},
  session       = {Neural Networks for BIS / Sieci neuronowe dla BIS},
  pages         = {341--350},
  crossref      = {BIS:1998/1},
  bibsource     = {BIS, http://bis.kie.ue.poznan.pl/biblio/},
  abstract      = {The main objective of this article is to show the application of neural networks to portfolio construction. Basic concepts associated with investment in securities were first defined. Next the architecture of uni-directional, non-linear neural networks we briefly discussed. The following step presented the model of a portfolio using neural networks. In conclusion, the experiment presented an attempt to build a portfolio of the Warsaw Stock Exchange. For comparative reasons, six portfolios were built. While constructing there of them, the described model of a portfolio based on neural networks was applied. The three remaining ones were created on the basis of Sharpe’s model. Portfolios based on neural networks, in all cases, gave better results than portfolios based on Sharpe’s one- index model.}
}

  
@proceedings{BIS:1998/1,
  editor        = {Witold Abramowicz},
  booktitle     = {Business Information Systems '98, Międzynarodowa Konferencja, International Conference, Poznań 1998},
  title         = {Business Information Systems '98, Międzynarodowa Konferencja, International Conference, Poznań 1998},
  publisher     = {Poznań University of Economics},
  issn          = {1429-1851},
  year          = {1998},
  bibsource     = {BIS, http://bis.kie.ue.poznan.pl/biblio/}
}