VOCHOZKA, Marek. Comparison of neural networks and regression time series in estimating the development of the afternoon price of palladium on the New York Stock Exchange. Trends Economics and Management. Brno: Fakulta podnikatelská Vysokého učení technického v Brně, 2017, vol. 30, No 3, p. 73-83. ISSN 1802-8527. |
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@article{42201, author = {Vochozka, Marek}, article_location = {Brno}, article_number = {3}, keywords = {palladium; artificial neural networks; regression time series; prediction; multilayer perceptron network}, language = {eng}, issn = {1802-8527}, journal = {Trends Economics and Management}, title = {Comparison of neural networks and regression time series in estimating the development of the afternoon price of palladium on the New York Stock Exchange}, volume = {30}, year = {2017} }
TY - JOUR ID - 42201 AU - Vochozka, Marek PY - 2017 TI - Comparison of neural networks and regression time series in estimating the development of the afternoon price of palladium on the New York Stock Exchange JF - Trends Economics and Management VL - 30 IS - 3 SP - 73-83 EP - 73-83 PB - Fakulta podnikatelská Vysokého učení technického v Brně SN - 18028527 KW - palladium KW - artificial neural networks KW - regression time series KW - prediction KW - multilayer perceptron network N2 - The aim of the paper is to perform a regression analysis of the development of afternoon platinum prices on the New York Stock Exchange using neural networks and a simple linear regression. The partial aim is to compare these two methods and determine the most suitable ones for predicting the future development of afternoon platinum prices on the New York Stock Exchange. The analysis is made on the data on afternoon platinum prices in a time period exceeding 10 years. The result is a prediction of afternoon platinum prices and the fact that neural networks are more suitable than simple linear regression for this prediction. ER -
VOCHOZKA, Marek. Comparison of neural networks and regression time series in estimating the development of the afternoon price of palladium on the New York Stock Exchange. \textit{Trends Economics and Management}. Brno: Fakulta podnikatelská Vysokého učení technického v Brně, 2017, vol.~30, No~3, p.~73-83. ISSN~1802-8527.
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