Maloniai kviečiame į Lietuvos operacijų tyrimo draugijos seminarą, rengiamą šių metų spalio 23 d., 13:30-15:30, ir transliuojamą distancinio mokymo centrų tinklo KRDMC priemonėmis Vilniuje, Kaune, Klaipėdoje, Panevėžyje bei Šiauliuose

13:30- 14:30 Pranešimas:

Darius Plikynas (VU), Leonas Simanauskas (VU), Sigitas Būda (MII)

NVPB indeksų LITIN trendo tyrimai naudojant dirbtinių neuroninių tinklų metodus (National Stock Exchange indexes LITIN trend study with artificial neural network methods

The aim of this report is to inform about research, which was done by use of artificial neural networks [ANN] application for prognoses of Lithuania National Stock Exchange indexes LITIN, LITIN–A, LITIN–VVP. Analysis for entropy shows the level of accidentnest of the variations and correspondingly shows possibilities to find economic factors, which may influence Stock Exchange variations. Correlation analysis shows obvious interdependance between some Lithuania macroeconomic indicators, foreign exchange indexes and LITIN, LITIN–A, LITIN–VVP indexes. It helps to include such indicators in to the ANN autoregression, autoregression with cause and cause prediction models.  ANN learning is executed by weighted values of past period corresponding national indexes, by country’s macroeconomic indicators (like GNP, unemployment, inflation, interest rates and so on) and by other country’s Stock Exchange indexes (USA – Dow Jones and S&P, EU – Eurex, Russia – RTS). Application of optimization techniques by MATLAB for ANN learning is discussed, too. Results of prognoses are discussed for use in investment to Stock Exchange portfolio or investment fund.)

14:30 – 15:30 LOTD Tarybos posėdis 

 

Teirautis:

Prof. Leonidas Sakalauskas                                                                                       

LOTD vice-prezidentas

Akademijos g. 4

LT-08663 Vilnius

Tel.: +3702 0209323

Fax.: +3702 0209209

El. paštas:  

 

Dėl KDMC teiraukitės e-paštu: Berita Simonaitiene