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@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. p.~1780-1789. ISBN~978-80-87990-12-4. 2017.
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