Neural network regression and linear regression in the estimate of the price of gold on the New ...

@inproceedings{47142,
   author = {Vochozka, Marek},
   address = {Praha, Česká republika},
   booktitle = {The 11th International Days of Statistics and Economics Conference Proceedings},
   editor = {Löster, Tomáš; Pavelka, Tomáš},
   keywords = {neural networks; time series; prediction; gold},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Praha, Česká republika},
   isbn = {978-80-87990-12-4},
   pages = {1780-1789},
   publisher = {Libuše Macáková, Melandrium},
   title = {Neural network regression and linear regression in the estimate of the price of gold on the New York Stock Exchange},
   year = {2017}
}

TY  - JOUR
ID  - 47142
AU  - Vochozka, Marek
PY  - 2017
TI  - Neural network regression and linear regression in the estimate of the price of gold on the New York Stock Exchange
PB  - Libuše Macáková, Melandrium
CY  - Praha, Česká republika
SN  - 9788087990124
KW  - neural networks
KW  - time series
KW  - prediction
KW  - gold
N2  - 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.
ER  - 

VOCHOZKA, Marek. Neural network regression and linear regression in the estimate of the price of gold on the New York Stock Exchange. In Löster, Tomáš; Pavelka, Tomáš. \textit{The 11th International Days of Statistics and Economics Conference Proceedings}. Praha, Česká republika: Libuše Macáková, Melandrium, 2017. s.~1780-1789. ISBN~978-80-87990-12-4.