IDEAS home Printed from https://ideas.repec.org/a/vrs/joinma/v14y2022i3p63-78n4.html
   My bibliography  Save this article

Forecasting Prices of Shares Listed on the Warsaw Stock Exchange Using Machine Learning

Author

Listed:
  • Jóźwicki Rafał

    (Institute of Finance, Department of Finance and Accounting of SME’s, University of Lodz, Lodz, Poland)

Abstract

Objective: The technology developing before our eyes is entering many areas of life and has an increasing influence on shaping human behavior. Undoubtedly, it can be stated that one such area is trading on stock exchanges and other markets that offer investors the opportunity to allocate their capital. Thanks to widespread access to the Internet and the computing capabilities of computers used in the daily activities of investors, the nature of their working has changed significantly, compared to what we observed even 10–15 years ago. At present, stock exchange orders may be placed in person using various types of brokerage investment accounts, which allow the investor to view real-time quotations which opens up a whole new range of opportunities for investorsIts skillful application during the stock market game can positively influence a player’s investment performance.Machine learning is a branch of artificial intelligence and computer science that focuses on using data and algorithms to solve decision-making problems based on large amounts of information. In machine learning, algorithms find patterns and relationships in large data sets and make the best decisions and predictions based on this analysis.

Suggested Citation

  • Jóźwicki Rafał, 2022. "Forecasting Prices of Shares Listed on the Warsaw Stock Exchange Using Machine Learning," Journal of Intercultural Management, Sciendo, vol. 14(3), pages 63-78, September.
  • Handle: RePEc:vrs:joinma:v:14:y:2022:i:3:p:63-78:n:4
    DOI: 10.2478/joim-2022-0012
    as

    Download full text from publisher

    File URL: https://doi.org/10.2478/joim-2022-0012
    Download Restriction: no

    File URL: https://libkey.io/10.2478/joim-2022-0012?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    stock market; investment strategies; machine learning;
    All these keywords.

    JEL classification:

    • E - Macroeconomics and Monetary Economics
    • E - Macroeconomics and Monetary Economics
    • G - Financial Economics
    • G - Financial Economics

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vrs:joinma:v:14:y:2022:i:3:p:63-78:n:4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.sciendo.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.