{"title":"Graphodynamical research methods for complexity of modern stock markets","authors":"V. Soloviev, A. Tuliakova","doi":"10.33111/nfmte.2016.152","DOIUrl":"https://doi.org/10.33111/nfmte.2016.152","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"272 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133974312","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fuzzy approach to information risks’ measurement in CRM-systems","authors":"O. Chernyak, Dmytro Sikorskyi","doi":"10.33111/nfmte.2016.199","DOIUrl":"https://doi.org/10.33111/nfmte.2016.199","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"112 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132675031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Study of the neural networks overfitting effect on the example of the problem of application scoring","authors":"Halyna Velykoivanenko, Vladislav Korchynskyi, Vika Chernyshova","doi":"10.33111/nfmte.2016.003","DOIUrl":"https://doi.org/10.33111/nfmte.2016.003","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129228552","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Selection of neural network architecture for solving problem of borrowers-individuals trustability classification","authors":"S. Savina, Vladyslav Ben'","doi":"10.33111/nfmte.2016.123","DOIUrl":"https://doi.org/10.33111/nfmte.2016.123","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132371760","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modelling of optimal investment portfolio of diversified business-group under uncertainty","authors":"T. Kasyanchuk","doi":"10.33111/nfmte.2016.024","DOIUrl":"https://doi.org/10.33111/nfmte.2016.024","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114640089","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Complex of evaluation models of investment potential of the country","authors":"O. Lukianenko, I. Miroshnychenko","doi":"10.33111/nfmte.2016.093","DOIUrl":"https://doi.org/10.33111/nfmte.2016.093","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"5122 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127033986","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modeling of crisis transboundary contagion based on a set of neural networks","authors":"Inna Strelchenko","doi":"10.33111/nfmte.2016.180","DOIUrl":"https://doi.org/10.33111/nfmte.2016.180","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132618401","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The paper proposes a method of financial time series forecasting taking into account the semantics of news. For the semantic analysis of financial news the sampling of negative and positive words in economic sense was formed based on Loughran McDonald Master Dictionary. The sampling included the words with high frequency of occurrence in the news of financial markets. For single-root words it has been left only common part that allows covering few words for one request. Neural networks were chosen for modeling and forecasting. To automate the process of extracting information from the economic news a script was developed in the MATLAB Simulink programming environment, which is based on the generated sampling of positive and negative words. Experimental studies with different architectures of neural networks showed a high adequacy of constructed models and confirmed the feasibility of using information from news feeds to predict the stock prices.
{"title":"Financial time series forecasting: semantic analysis of economic news","authors":"K. Kononova, A. Dek","doi":"10.33111/nfmte.2016.081","DOIUrl":"https://doi.org/10.33111/nfmte.2016.081","url":null,"abstract":"The paper proposes a method of financial time series forecasting taking into account the semantics of news. For the semantic analysis of financial news the sampling of negative and positive words in economic sense was formed based on Loughran McDonald Master Dictionary. The sampling included the words with high frequency of occurrence in the news of financial markets. For single-root words it has been left only common part that allows covering few words for one request. Neural networks were chosen for modeling and forecasting. To automate the process of extracting information from the economic news a script was developed in the MATLAB Simulink programming environment, which is based on the generated sampling of positive and negative words. Experimental studies with different architectures of neural networks showed a high adequacy of constructed models and confirmed the feasibility of using information from news feeds to predict the stock prices.","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121983372","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Models of market division into trade areas in the fuzzy conditions","authors":"Liudmyla Tarasova, O. Piskunova","doi":"10.33111/nfmte.2015.189","DOIUrl":"https://doi.org/10.33111/nfmte.2015.189","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127686480","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Integration of models of logit-regressions as a committee of experts to assess the creditworthiness of borrower","authors":"S. Savina, Vladyslav Ben'","doi":"10.33111/nfmte.2015.154","DOIUrl":"https://doi.org/10.33111/nfmte.2015.154","url":null,"abstract":"","PeriodicalId":300314,"journal":{"name":"Neuro-Fuzzy Modeling Techniques in Economics","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130252734","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}