Analytical Modelling of Share Price Value Using Computational Intelligence Methods

  • Marius Petrescu "Valahia" University of Târgoviste
  • Mădălina Cuc "Valahia" University of Târgoviste
  • Ionica Oncioiu "Titu Maiorescu" University
  • Anca-Gabriela Petrescu "Valahia" University of Târgoviste
  • Florentina-Raluca Bîlcan "Valahia" University of Târgoviste
  • Lucian Ivan "Valahia" University of Târgoviste

Abstract

The liberalization, volatility and high competition of financial markets are all factors that expose companies to new risks and challenges, requiring a continuous innovation of models, techniques and tools for managing share price value and other related risks. This paper provides a model to implement a subsystem that should support the management decision on the trading segment of its own shares, based on intelligent agents with regards to identifying, collecting, structuring and updating data instruments, with analysis mechanisms of the main price and volatility indicators. Our conclusion is that the use of computational intelligence methods in modeling of share price value is both a requirement and an option in managing financial-foreign exchange risks, given that companies are subject to a wide range of risks and volatility is the defining feature in which they operate.

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Published
2020-06-08
How to Cite
PETRESCU, Marius et al. Analytical Modelling of Share Price Value Using Computational Intelligence Methods. INTERNATIONAL JOURNAL OF COMPUTERS COMMUNICATIONS & CONTROL, [S.l.], v. 15, n. 4, june 2020. ISSN 1841-9844. Available at: <http://univagora.ro/jour/index.php/ijccc/article/view/3910>. Date accessed: 23 oct. 2020. doi: https://doi.org/10.15837/ijccc.2020.4.3910.

Keywords

neural networks, intelligent systems, share price, financial daily vector, exchange risks