Hybrid neural network model for forecasting market behaviour

  • Anatoly I. Belzetsky BelMezhKomInvest, 7 Ignatenko Street, Minsk 220030, Belarus

Abstract

For improving the quality of forecasting market behaviour, a hybrid model that combines models of organised market integrity and an artificial neural network is proposed. The hybrid model allows us to take into account the heterogeneous spatiotemporal structure of the market in interaction with the external environment, to take into account non-linear effects and to make a reliable forecast of the main market indicators for several future periods. An example of neural network forecasting of financial market behaviour, confirming the quality of the hybrid model is presented.

Author Biography

Anatoly I. Belzetsky, BelMezhKomInvest, 7 Ignatenko Street, Minsk 220030, Belarus

PhD (engineering); director

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Published
2023-12-05
Keywords: market, hybrid model, neural network, forecasting, behaviour, organised integrity
How to Cite
Belzetsky, A. I. (2023). Hybrid neural network model for forecasting market behaviour. Journal of the Belarusian State University. Economics, 2, 25-38. Retrieved from https://journals.bsu.by/index.php/economy/article/view/5571
Issue
No 2 (2023): Journal of the Belarusian State University. Economics
Section
D. Microeconomics

Copyright (c) 2023 Journal of the Belarusian State University. Economics

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