GRODA, Bořivoj and Jaromír VRBKA. Prediction of stock price developments using the Box-Jenkins method. In Váchal, Jan; Vochozka, Marek; Horák, Jakub. SHS Web of Conferences - Innovative Economic Symposium 2017: Strategic Partnership in International Trade. 1st ed. Les Ulis, France: EDP Sciences, 2017. p. nestránkováno, 9 pp. ISBN 978-2-7598-9028-6. doi:10.1051/shsconf/20173901007.
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Basic information
Original name Prediction of stock price developments using the Box-Jenkins method
Name in Czech Predikce vývoje cen akcií pomocí metody Box-Jenkins
Authors GRODA, Bořivoj (203 Czech Republic, guarantor, belonging to the institution) and Jaromír VRBKA (203 Czech Republic, belonging to the institution).
Edition 1. vyd. Les Ulis, France, SHS Web of Conferences - Innovative Economic Symposium 2017: Strategic Partnership in International Trade, p. nestránkováno, 9 pp. 2017.
Publisher EDP Sciences
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher France
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/75081431:_____/17:00001359
Organization unit Institute of Technology and Business in České Budějovice
ISBN 978-2-7598-9028-6
Doi http://dx.doi.org/10.1051/shsconf/20173901007
UT WoS 000452181300007
Keywords (in Czech) Box-Jenkins; ARIMA; predikce; akcie
Keywords in English Box-Jenkins; ARIMA; prediction; shares
Tags FIP_2, RIV18, WOS
Changed by Changed by: Mgr. Eva Hynešová, učo 23116. Changed: 2/1/2019 15:19.
Abstract
The present article predicts the future development of the stock price of CEZ, a. s., on the Prague Stock Exchange using the ARIMA method - the Box-Jenkins method. The analysis employs the final price of the last trading day in a given month, from February 2012 to September 2017. Statistica software is used for processing the data, namely advanced time series prediction methods, the ARIMA tool, and autocorrelation functions.
Abstract (in Czech)
Tento článek predikuje budoucí vývoj cen akcií společnosti ČEZ, a. s., na Pražské burze cenných papírů. Analýza využívá konečnou cenu posledního obchodního dne v daném měsíci, a to od února 2012 do září 2017. Pro zpracování dat je použit software Statistica, a to pokročilé metody predikcí časových řad, nástroj ARIMA a autokorelační funkce.
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  • a concrete person Ing. Jaromír Vrbka, MBA, PhD., učo 10761
  • a concrete person prof. Ing. Bořivoj Groda, DrSc., učo 19722
  • a concrete person Mgr. Eva Hynešová, učo 23116
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