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2012, № 8 (144)



Novicova M.A., Yanchushka Z.I. METHOD OF THE SECURITIES PORTFOLIO FORMATION BY MEANS OF ARTIFICIAL NEURAL NETWORKS COMMITTEES AND WAVELET TRANSFORMATION THEORYThis article is devoted to the analysis of the theoretical aspects of the artificial neural networks committees usage for securities portfolio formation and short-term forecasting of the securities market dynamics, assuming the conditions of the fractal market hypothesis.Key words: investment portfolio, committees of neural networks, wavelet transform, fractal market.

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About this article

Authors: Novikova M.A., Yanchushka Z.I.

Year: 2012


Editor-in-chief
Sergey Aleksandrovich
MIROSHNIKOV

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