About: Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.oldcitypublishing.com/MVLSC/MVLSC.html
Description	For both accurate and easy risk consideration in decision making, it is necessary to have flexible and soft methods that adapt to the input data and problem conditions. In this paper, we consider the accuracy of forecasting models based on statistical (stochastic) methods sometimes called hard computing and soft methodology based on the soft or granular computing. A new method for finding the forecasting horizon within which the risk is minimal is also presented. To evaluate the risk we used methods based on the analysis of forecast errors by applying the exponential smoothing concept. It is also found that the risk estimation process based on soft methods is simplified and less critical to the question whether the data is true crisp or white noise For both accurate and easy risk consideration in decision making, it is necessary to have flexible and soft methods that adapt to the input data and problem conditions. In this paper, we consider the accuracy of forecasting models based on statistical (stochastic) methods sometimes called hard computing and soft methodology based on the soft or granular computing. A new method for finding the forecasting horizon within which the risk is minimal is also presented. To evaluate the risk we used methods based on the analysis of forecast errors by applying the exponential smoothing concept. It is also found that the risk estimation process based on soft methods is simplified and less critical to the question whether the data is true crisp or white noise (en)
Title	Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation (en)
skos:prefLabel	Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation (en)
skos:notation	RIV/47813059:19240/11:#0004056!RIV12-GA0-19240___
http://linked.open...avai/predkladatel	Filozoficko-přírodovědecká fakulta
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/0022)
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Marček, Dušan Marček, Milan
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	Slezská univerzita v Opavě / Filozoficko-přírodovědecká fakulta
http://linked.open...dnocenehoVysledku	232198
http://linked.open...ai/riv/idVysledku	RIV/47813059:19240/11:#0004056
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Risk in decision making; forecasting accuracy; time series; ARCH-GARCH models; soft neural networks; granular computing (en)
http://linked.open.../riv/klicoveSlovo	ARCH-GARCH models Risk in decision making forecasting accuracy granular computing soft neural networks time series
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[569A42C19C76]
http://linked.open...i/riv/nazevZdroje	Journal of Mult.-Valued Logic & Soft Computing
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	The Latest Intelligent Methodologies for Economic Time Series Modelling and Forecasting
http://linked.open...UplatneniVysledku	2011
http://linked.open...v/svazekPeriodika	17
http://linked.open...iv/tvurceVysledku	Marček, Dušan Marček, Milan
http://linked.open...ain/vavai/riv/wos	000291082800004
issn	1542-3980
number of pages	17 (xsd:int)
http://localhost/t...ganizacniJednotka	19240
is http://linked.open...avai/riv/vysledek of	Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation Statistical and NN Forecasting Models of Financial Data: Making Inferences about the Accuracy and Risk Evaluation

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