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Description
  • Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionally, fundamental Box-Jenkins analysis have been the mainstream methodology used to develop time series models. We briefly describe developing a classical AR model for stock price forecasting. Then a fuzzy regression model is introduced. Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finally, we present our preliminary results and some further experiments that we performed.
  • Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionally, fundamental Box-Jenkins analysis have been the mainstream methodology used to develop time series models. We briefly describe developing a classical AR model for stock price forecasting. Then a fuzzy regression model is introduced. Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finally, we present our preliminary results and some further experiments that we performed. (en)
Title
  • Forecasting of Economic Quantities using Fuzzy Autoregressive Model and Fuzzy Neural Network
  • Forecasting of Economic Quantities using Fuzzy Autoregressive Model and Fuzzy Neural Network (en)
skos:prefLabel
  • Forecasting of Economic Quantities using Fuzzy Autoregressive Model and Fuzzy Neural Network
  • Forecasting of Economic Quantities using Fuzzy Autoregressive Model and Fuzzy Neural Network (en)
skos:notation
  • RIV/61989100:27510/12:86087703!RIV14-MSM-27510___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
  • Marček, Dušan
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 136939
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/12:86087703
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • B-spline neural network; linear programming; lattice algorithms; fuzzy regression model; signal processing; Time series (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [03A01B5CD289]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Řízení a modelování finančních rizik : sborník příspěvků z 6. mezinárodní vědecké konference : 10.-11. září 2012, Ostrava, Česká republika
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Marček, Dušan
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000317528600043
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn
  • 978-80-248-2835-0
http://localhost/t...ganizacniJednotka
  • 27510
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