2017
Neural network regression and linear regression in the estimate of the price of gold on the New York Stock Exchange
VOCHOZKA, MarekBasic information
Original name
Neural network regression and linear regression in the estimate of the price of gold on the New York Stock Exchange
Name in Czech
Regresní neuronové sítě a lineární regrese při odhadu ceny zlata na burze v New Yorku
Authors
VOCHOZKA, Marek (203 Czech Republic, guarantor, belonging to the institution)
Edition
Praha, Česká republika, The 11th International Days of Statistics and Economics Conference Proceedings, p. 1780-1789, 10 pp. 2017
Publisher
Libuše Macáková, Melandrium
Other information
Language
English
Type of outcome
Proceedings paper
Field of Study
50200 5.2 Economics and Business
Country of publisher
Czech Republic
Confidentiality degree
is not subject to a state or trade secret
Publication form
printed version "print"
RIV identification code
RIV/75081431:_____/17:00001396
Organization unit
Institute of Technology and Business in České Budějovice
ISBN
978-80-87990-12-4
UT WoS
000455325300177
Keywords (in Czech)
neuronové sítě; časové řady; predikce; zlato
Keywords in English
neural networks; time series; prediction; gold
Changed: 20/2/2019 09:14, Mgr. Eva Hynešová
V originále
The aim of the article is to present the two methods: statistical time series and neural networks (both as regression models) and predict the future price development of gold in the New York Stock Exchange. To carry out the analysis "London Fix Price AM" data is used i.e. amounts reported in the morning for a period longer than 10 years.
In Czech
Cílem článku je představit dvě metody: statistické časové řady a neuronové sítě (obě jako regresní modely) a předpovědět budoucí vývoj ceny zlata na burze v New Yorku. Pro provedení analýzy jsou použity údaje "London Fix Price AM", tj. ranní cena zlata po dobu delší než 10 let.