Browsing Mokslinės publikacijos (PDB) / Scientific publications (PDB) by Department "Finansų inžinerijos katedra / Department of Financial Engineering"
Now showing items 1-20 of 29
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Adekvačiojo portfelio taikymas projektuojant racionalų lėšų paskirstymą kompetencijoms ugdyti
(Kompetencijos socialiniame ugdyme: kaitos brėžtis. D. 1, 2014)Straipsnyje pristatomas tyrimas, kuriuo identifikuojamos socialinio ugdymo srities tyrėjų kompetencijų plėtotės galimybės, būtinos, siekiant didinti Lietuvos MTEP potencialą. Identifikuojamos reikiamos ir trūkstamos ... -
Comparision of exchange market predictions using extremal data
(International scientific conference Contemporary issues in business, management and education'2014, November 13, 2014 – November 14, 2014, Vilnius Gediminas technical university : conference proceedings, 2014)High and low data otherwise then close and open data are not adventitious on time series curve. Its are extremes and very interesting for traders. Our model based on Evolino RNN ensemble give two distributions based on ... -
Comparison of predictions of behaviour of individual investors
(7th Global Innovation and Knowledge Academy (GIKA) "Innovation, knowledge, judgment and decision-making as virtuous cycles", Lisbon, June 28-30, 2017 : conference proceedings, 2017)Abstract. Constantly evolving rational and irrational behaviour of individual investors in financial markets explains the limitations of efficient market hypothesis. Forecasting financial markets with increased volatility ... -
Conceptualization of financial system sustainability
(Journal of security and sustainability issues, 2015)The paper aims at distinguishing the assumptions and component parts of financial system sustainability formation. Partly, sustainability of financial system can be expressed through the functions of financial system. Three ... -
Government debt as the integral portfolio of assets and liabilities generated by debt
(Journal of business economics and management, 2014)The paper analyses the possibilities of optimal government (national) debt management, trying to maximize the made-up net value for the debtor with the help of funds borrowed by the government. The integral portfolio of ... -
High-low strategy of portfolio composition using Evolino RNN ensembles
(Inžinerinė ekonomika = Engineering economics, 2017)Strategy of investment is important tool enabling better investor’s decisions in uncertain finance market. Rules of portfolio selection help investors balance accepting some risk for the expectation of higher returns. The ... -
Impact of the European Payment Index on key macroeconomic and social indicators of a country
(Business, management and education = Verslas, vadyba ir studijos, 2014)The EPI (European Payment Index) reflects the debt risk of corporations in each EU country. This index is widely used for evaluation of the ability of a business to settle with market participants. This article seeks to ... -
Impact of time zones on forecasting of exchange market based on distribution of expected values
(The 9th International Scientific Conference “Business and Management 2016”, May 12–13, 2016, Vilnius, Lithuania, 2016)Forecasting of chaotic changes of exchange rates usually is based on historical data and depends on the choice of time intervals. This study seeks to develop new forecasting method based on data of different time zones. ... -
International trade relationships in EU countries through multidimensional scaling during the years 1996–2012
(The 9th International Scientific Conference “Business and Management 2016”, May 12–13, 2016, Vilnius, Lithuania, 2016)International trade is one of the most important parts of economic integration and globalization. Thus it is crucial to study the development of international trade relationships in order to follow and understand every ... -
Investigation of exchange market prediction model based on high-low daily data
(The 8th international scientific conference "Business and Management 2014", May 15-16, 2014, Vilnius, Lithuania : selected papers, 2014)The model of Evolino recurrent neural networks (RNN) based on ensemble for prediction of daily extremes of financial market is investigated. The prediction distributions of each high and lows of daily values of exchange ... -
Investment support system using the EVOLINO recurrent neural network ensemble
(IJCCI 2015 : proceedings of the 7th International Joint Conference on Computational Intelligence, Lisbon-Portugal, November 12-14, 2015. Vol. 3: NCTA, 2015)The chaotic and largely unpredictable conditions that prevail in exchange markets are of considerable interest to speculators because of the potential for profit. The creation and development of a support system using ... -
Išvestinių finansinių priemonių taikymas žaliavų kainų rizikai valdyti
(Mokslas - Lietuvos ateitis : Verslas XXI amžiuje = Science - future of Lithuania : Business in XXI Century, 2015)Nagrinėjama žaliavinio pieno supirkimo kainų lygio ir svyravimo problema, neleidžianti stiprinti pieno gamintojų derybinių pozicijų ir išlikti konkurencingiems Europos Sąjungos kontekste. Apžvelgta mokslinė literatūra, ... -
Įmonės veiklos rizikos vertinimas ir valdymas mažose ir vidutinėse įmonėse
(Verslas: teorija ir praktika = Business: theory and practice, 2015)Pažangių organizacijų veikloje atsirado poreikis aktyviai ir operatyviai reaguoti į pokyčius išorinėje verslo aplinkoje ir vidiniuose procesuose, atsižvelgiant ne tik į esamą padėtį, bet ir siekiant įvertinti galimus ... -
Lietuvos sveikatos priežiūros sistemos rodiklių ekonometrinis modelis
(Mokslas – Lietuvos ateitis = Science – future of Lithuania: Verslas XXI amžiuje = Business in XXI Century, 2014)Nagrinėjamas sąryšis tarp Lietuvos visuomenės sveikatingumo, bendrojo vidaus produkto (BVP) ir išlaidų, skiriamų sveikatos priežiūrai. Pagrindinis tikslas – sudaryti adekvatų modelį, atskleidžiantį sveikatos priežiūros ... -
Optimization of integral knowledge, innovation and technologies cluster structure
(Asian Journal of Business and Management (AJBM), 2014)The paper describes the search for an answer to the question – how the structure of knowledge, innovation and technologies’ cluster should be formed, when the structure is understood a s a set of interacting components of ... -
Prediction capabilities of Evolino RNN ensembles
(Computational Intelligence : revised and selected papers of the International Joint Conference, IJCCI 2013, Vilamoura, Portugal, September 20-22, 2013, 2016)Modern portfolio theory of investment-based financial market forecasting use probability distributions. This investigation used an ensemble of genetic algorithm based recurrent neural networks (RNN), which allows to obtain ... -
Reliability as main factor for future value creation
(Contemporary issues in business, management and education’2017: 5th international scientific conference, 11-12 May 2017, Vilnius Gediminas Technical University : conference proceedings, 2017)The main objective of the paper is to present the solution for the problem of possibilities’ reliability management, as an important problem of uncertainty (risk) economics, as well as propose adequate methods of stochastic ... -
Risk management model for transportation company
(The 9th International Scientific Conference “Business and Management 2016”, May 12–13, 2016, Vilnius, Lithuania, 2016)There are different risk management models developed in scientific as well as in practical literature, but they are usually of general manner and should be adapted for particular company or field of activity. The paper ... -
Selection of orthogonal investment portfolio using evolino RNN trading model
(The 2-dn International scientific conference „Contemporary issues in business, management and education 2013", 2014)Investing in financial market require the reliable predicting of expecting returns, assessment of risk and reliability. Principle of portfolio orthogonality was using to reduce the risk of the investment. An artificial ... -
Socialinio ugdymo srities tyrėjų kompetencijų plėtotės prielaidos
(Kompetencijos socialiniame ugdyme: kaitos brėžtis. D. 1, 2014)Globalioje šiuolaikinėje visuomenėje socialinio ugdymo tyrėjams keliami vis didesni kompetencijų reikalavimai, todėl svarbia užduotimi tampa reikalingiausių kompetencijų, būtinų socialinio ugdymo tyrėjams Lietuvoje, ...