Analysis of correlation between CROBEX index value change, investment fund type, investment portfolio and investment funds share value change using data mining techniques

This paper examines a correlation between Croatian equity index CROBEX's value change and Croatian open investment funds share price change by applying data mining techniques. Apart from the type of the fund, in consideration is taken the fact how much funds invest in Croatian equities that is...

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Bibliographic Details
Main Author: Velic, M.
Format: Conference Proceeding
Language:English
Subjects:
Artificial neural networks
Bayesian networks
Business intelligence
Correlation
CROBEX
Data mining
Decision trees
Indexes
investment funds
Investments
neural networks
Share prices
temporal data mining
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Summary:This paper examines a correlation between Croatian equity index CROBEX's value change and Croatian open investment funds share price change by applying data mining techniques. Apart from the type of the fund, in consideration is taken the fact how much funds invest in Croatian equities that is the equities which rate on Zagreb Stock Exchange. While working, the problem was observed in two aspects, the analytical models were made on continual and discrete values. The problem was elaborated with few data mining methods and in few software toolkits, and in the end the synthesis of the obtained results was made.
ISSN:1330-1012