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. The 11th International Days of Statistics and Economics Conference Proceedings. Praha, Česká republika: Libuše Macáková, Melandrium, 2017. p. 1780-1789. ISBN 978-80-87990-12-4.
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Basic 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
Original 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
Tags FIP_2, RIV18, WOS
Changed by Changed by: Mgr. Eva Hynešová, učo 23116. Changed: 20/2/2019 09:14.
Abstract
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.
Abstract (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.
PrintDisplayed: 26/10/2021 17:09