About: Comparing Neural Networks and ARMA Models in Artificial Stock Market

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Neural networks - feed-forward neural networks and Elman's simple recurrent neural networks - are compared with vector ARMA models - VAR and VARMA - in this paper. They are compared in anartifical stock market. One risk free and one risky asset are traded in the market. There are only trend followers in this model, which use the mentioned models for forecasting change of a price of the risky asset and the dividend. traded in the market Neural networks - feed-forward neural networks and Elman's simple recurrent neural networks - are compared with vector ARMA models - VAR and VARMA - in this paper. They are compared in anartifical stock market. One risk free and one risky asset are traded in the market. There are only trend followers in this model, which use the mentioned models for forecasting change of a price of the risky asset and the dividend. traded in the market (en)
Title	Comparing Neural Networks and ARMA Models in Artificial Stock Market Comparing Neural Networks and ARMA Models in Artificial Stock Market (en)
skos:prefLabel	Comparing Neural Networks and ARMA Models in Artificial Stock Market Comparing Neural Networks and ARMA Models in Artificial Stock Market (en)
skos:notation	RIV/67985556:_____/11:00361537!RIV12-AV0-67985556
http://linked.open...avai/riv/aktivita	P S Z
http://linked.open...avai/riv/aktivity	P(GD402/09/H045), S, Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika	28
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Krtek, Jiří Vošvrda, Miloslav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	191046
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/11:00361537
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	neural networks; vector ARMA; artificial market (en)
http://linked.open.../riv/klicoveSlovo	artificial market neural networks vector ARMA
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[DF42192A0B4A]
http://linked.open...i/riv/nazevZdroje	Bulletin of the Czech Econometric Society
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models.
http://linked.open...UplatneniVysledku	2011
http://linked.open...v/svazekPeriodika	18
http://linked.open...iv/tvurceVysledku	Krtek, Jiří Vošvrda, Miloslav
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
issn	1212-074X
number of pages	13 (xsd:int)

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