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Description
| - Many stock price predictors transforming input (historical data) to output (forecasts) have been developed. Proposed contribution present an approach based on Baysian method, applied to stock price forecast which enables to predict stock prices when much historical data are unavailable or where the users of such information of processing systems might not be able to accumulate them. This article discusses the Bayesian method for forecasting, shows the basic approach to Bayesian estimation of constant processes and demonstrates its methodology. Finally, we present example illustrating the application of this approach.
- Many stock price predictors transforming input (historical data) to output (forecasts) have been developed. Proposed contribution present an approach based on Baysian method, applied to stock price forecast which enables to predict stock prices when much historical data are unavailable or where the users of such information of processing systems might not be able to accumulate them. This article discusses the Bayesian method for forecasting, shows the basic approach to Bayesian estimation of constant processes and demonstrates its methodology. Finally, we present example illustrating the application of this approach. (en)
- Mnoho prediktorů bylo navrženo, které transformují vstup (historické data) do výstupu (předpovědi). V článku se prezentuje přístup, který je založen na Bayesové metodě a který je aplikován na predikci cen akcí v podmínkách, ve kterých nejsou dostupné naakumulované data, nebo je k dispozici jen málo historických dat. Článek prezentuje základní postup bayesovkého odhadu parametrů konstantního procesu a současně tento postup je aplikován. (cs)
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Title
| - Predictors of Time Series Based on Bayesian Methods - an Application
- Prediktory časových řad založené na bayesovské metodě - aplikace (cs)
- Predictors of Time Series Based on Bayesian Methods - an Application (en)
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skos:prefLabel
| - Predictors of Time Series Based on Bayesian Methods - an Application
- Prediktory časových řad založené na bayesovské metodě - aplikace (cs)
- Predictors of Time Series Based on Bayesian Methods - an Application (en)
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skos:notation
| - RIV/47813059:19240/05:#0000177!RIV07-GA0-19240___
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http://linked.open.../vavai/riv/strany
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/47813059:19240/05:#0000177
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - Bayesian estimation; constant process (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
| - Journal of Information, Control and Management Systems
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Marček, Dušan
- marček, Milan
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issn
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number of pages
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http://localhost/t...ganizacniJednotka
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is http://linked.open...avai/riv/vysledek
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