Now showing items 1-13 of 13

    • Application of neural network for forecasting of exchange rates and forex trading 

      Maknickienė, Nijolė; Maknickas, Algirdas (7th International Scientific Conference “Business and Management 2012”, 2012)
      Expert methods, which widely applied for human decision making, were employed for neural networks. It was developed an exchange rates prediction and trading algorithm with using of experts information processing techniques ...
    • Computation intelligence based daily algorithmic strategies for trading in the foreign exchange market 

      Maknickienė, Nijolė; Kekytė, Ieva; Maknickas, Algirdas (10th International Scientific Conference “Business and Management 2018”, 2018)
      Successful trading in financial markets is not possible without a support system that manages the preparation of the data, prediction system, and risk management and evaluates the trading efficiency. Selected orthogonal ...
    • Factors influencing fraudulent transactions from Big Data perspective 

      Levon, Fabiana; Maknickienė, Nijolė (13th International Scientific Conference “Business and Management 2023”, 2023)
      This article focuses on fraudulent behaviour and patterns as well as ways of detecting such patterns by using Big Data. The study analyses scientific articles to examine types of financial fraud and their detection techniques ...
    • Familiarity bias investigation in portfolio creation 

      Maknickienė, Nijolė; Martinkutė-Kaulienė, Raimonda; Rapkevičiūtė, Lina (12th International Scientific Conference “Business and Management 2022”, 2022)
      The prevailing opinion exists that investors include to their portfolio what they know or what is located around them. Investment decision, which is impacted by familiarity bias, avoid including international companies to ...
    • Impact of time zones on forecasting of exchange market based on distribution of expected values 

      Maknickienė, Nijolė; Maknickas, Algirdas (9th International Scientific Conference “Business and Management 2016”, 2016)
      Forecasting of chaotic changes of exchange rates usually is based on historical data and depends on the choice of time intervals. This study seeks to develop new forecasting method based on data of different time zones. ...
    • Influence of macroeconomic factors on stock prices in Poland – cross section and time series analysis 

      Schabek, Tomasz; Maknickienė, Nijolė (10th International Scientific Conference “Business and Management 2018”, 2018)
      The purpose of the study is to determine if the macroeconomic factors influence rates of returns from broad index of stocks in Poland. The study investigates stability of relation between macroeconomic and stock market ...
    • Investigating an individual’s opinion on social media about the cryptocurrency market 

      Rajah Rahuf; Maknickienė, Nijolė (12th International Scientific Conference “Business and Management 2022”, 2022)
      Cryptocurrencies are growing rapidly, with various altcoin being introduced recently, despite the fact that the market is very volatile, cryptocurrency now holds trillions of dollars in the market and has plenty of platforms ...
    • Investigation of credit cards fraud detection by using deep learning and classification algorithms 

      Pratuzaitė, Greta; Maknickienė, Nijolė (11th International Scientific Conference “Business and Management 2020”, 2020)
      Criminal financial behaviour is a problem for both banks and newly created fintech companies. Credit card fraud detection becomes a challenge for any such company. The aim of this paper is to com-pare ability to detect ...
    • Investigation of decision making support in digital trading 

      Stalovinaitė, Ilona; Maknickienė, Nijolė; Martinkutė-Kaulienė, Raimonda (11th International Scientific Conference “Business and Management 2020”, 2020)
      In order to trade successfully investors are looking for the best method to determine possible di-rections of the price changes of financial means. The main objective of this paper is to evaluate the results of digital ...
    • Investigation of exchange market prediction model based on high-low daily data 

      Stankevičienė, Jelena; Maknickienė, Nijolė; Maknickas, Algirdas (8th International Scientific Conference “Business and Management 2014”, 2014)
      The model of Evolino recurrent neural networks (RNN) based on ensemble for prediction of daily extremes of financial market is investigated. The prediction distributions of each high and lows of daily values of exchange ...
    • Investigation of financial fraud detection by using computational intelligence 

      Vosyliūtė, Ieva; Maknickienė, Nijolė (12th International Scientific Conference “Business and Management 2022”, 2022)
      Due to increasing technical capabilities, financial fraud becomes more sophisticated and more difficult to detect. As there are various categories and typologies of financial fraud, different detection techniques may be ...
    • Non-fungible tokens (NFT) market: investigation and prospects 

      Iljinaitė, Marija; Maknickienė, Nijolė (14th International Scientific Conference “Business and Management 2024”, 2024)
      The financial markets are undergoing rapid transformations that raise fundamental questions about the effectiveness of traditional investment models and strategies. Nowadays, investment options are incomparably wider than ...
    • The role of European payment index in GDP Growth 

      Grigonytė, Ingrida; Maknickienė, Nijolė (8th International Scientific Conference “Business and Management 2014”, 2014)
      This paper investigates the impact of European Payment index (EPI) on annual Gross Domestic Product (GDP) growth. Cross-sectorial stepwise regression analysis shows that EPI can be distinguished among many other social ...