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Description
  • We compare the suitability of two statistical approaches for implementation in prediction systems of small companies. The first one is a very complex ARCH-GARCH model, the second one is a model based on Brown's exponential smoothing approach. Based on the statistical summary accuracy measures and on the easiness of model's applicability in management prediction systems, we confirm that the Brown's exponential smoothing model is also appropriate for implementation to management systems of small companies to forecast a group of high frequency data.
  • We compare the suitability of two statistical approaches for implementation in prediction systems of small companies. The first one is a very complex ARCH-GARCH model, the second one is a model based on Brown's exponential smoothing approach. Based on the statistical summary accuracy measures and on the easiness of model's applicability in management prediction systems, we confirm that the Brown's exponential smoothing model is also appropriate for implementation to management systems of small companies to forecast a group of high frequency data. (en)
Title
  • Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models
  • Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models (en)
skos:prefLabel
  • Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models
  • Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models (en)
skos:notation
  • RIV/63468352:_____/11:#0000103!RIV11-MSM-63468352
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
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  • N
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 200105
http://linked.open...ai/riv/idVysledku
  • RIV/63468352:_____/11:#0000103
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  • Time series, ARCH-GARCH models, exponential smoothing, RMSE. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [6BE2AC3FD737]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • ECON '10. TECHNICAL UNIVERSITY OF OSTRAVA FACULTY OF ECONOMICS
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http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Marček, Dušan
  • Matušík, Petr
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn
  • 978-80-248-2155-9
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