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@inproceedings{46461, author = {Groda, Bořivoj and Vrbka, Jaromír}, address = {Les Ulis, France}, booktitle = {SHS Web of Conferences - Innovative Economic Symposium 2017: Strategic Partnership in International Trade}, doi = {http://dx.doi.org/10.1051/shsconf/20173901007}, edition = {1.}, editor = {Váchal, Jan; Vochozka, Marek; Horák, Jakub}, keywords = {Box-Jenkins; ARIMA; prediction; shares}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Les Ulis, France}, isbn = {978-2-7598-9028-6}, pages = {nestránkováno}, publisher = {EDP Sciences}, title = {Prediction of stock price developments using the Box-Jenkins method}, year = {2017} }
TY - JOUR ID - 46461 AU - Groda, Bořivoj - Vrbka, Jaromír PY - 2017 TI - Prediction of stock price developments using the Box-Jenkins method PB - EDP Sciences CY - Les Ulis, France SN - 9782759890286 KW - Box-Jenkins KW - ARIMA KW - prediction KW - shares N2 - 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. ER -
GRODA, Bořivoj a Jaromír VRBKA. Prediction of stock price developments using the Box-Jenkins method. In Váchal, Jan; Vochozka, Marek; Horák, Jakub. \textit{SHS Web of Conferences - Innovative Economic Symposium 2017: Strategic Partnership in International Trade}. 1. vyd. Les Ulis, France: EDP Sciences, 2017, s.~nestránkováno, 9 s. ISBN~978-2-7598-9028-6. Dostupné z: https://dx.doi.org/10.1051/shsconf/20173901007.
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