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@article{27015, author = {Zeman, Robert and Stuchlý, Jaroslav}, article_location = {Pardubice}, article_number = {2}, keywords = {trend analysis; time series analysis; predicting; predictive models; stock prices; bank VIG; comparing predictions}, language = {eng}, issn = {1804-3216}, journal = {Logi}, title = {Predicting stock prices in Bank VIG}, volume = {roč. 5}, year = {2014} }
TY - JOUR ID - 27015 AU - Zeman, Robert - Stuchlý, Jaroslav PY - 2014 TI - Predicting stock prices in Bank VIG JF - Logi VL - roč. 5 IS - 2 SP - 116-129 EP - 116-129 PB - Univerzita Pardubice SN - 18043216 KW - trend analysis KW - time series analysis KW - predicting KW - predictive models KW - stock prices KW - bank VIG KW - comparing predictions N2 - The aim of the work is to describe the various ways of modelling used for predicting stock prices in the bank VIG (hereinafter in VIG) made using trend analysis and time series analysis in order to obtain effective predictive models.Time series of 1525 final prices of VIP shares on stock exchanges in Prague are used and the models are applied to determine point and interval predictions of the prices of these stocks during the successive 5 trading days. The results are compared using the rates of accuracy and it is selected optimum application on the selected time series. ER -
ZEMAN, Robert and Jaroslav STUCHLÝ. Predicting stock prices in Bank VIG. \textit{Logi}. Pardubice: Univerzita Pardubice, 2014, roč. 5, No~2, p.~116-129. ISSN~1804-3216.
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