Analytical Modelling of Share Price Value Using Computational Intelligence Methods


  • Marius Petrescu "Valahia" University of Tí¢rgoviste
  • Mădălina Cuc "Valahia" University of Tí¢rgoviste
  • Ionica Oncioiu "Titu Maiorescu" University
  • Anca-Gabriela Petrescu "Valahia" University of Tí¢rgoviste
  • Florentina-Raluca Bí®lcan "Valahia" University of Tí¢rgoviste
  • Lucian Ivan "Valahia" University of Tí¢rgoviste


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


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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