Browsing Konferencijų publikacijos / Conference Publications by Department "Finansų inžinerijos katedra / Department of Financial Engineering"
Now showing items 1-14 of 14
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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 ... -
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 ... -
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 ... -
The role of European payment index in GDP growth
(The 8th international scientific conference "Business and Management 2014", May 15-16, 2014, Vilnius, Lithuania : selected papers, 2014)This paper investigates the impact of European Payment index (EPI) on annual Gross Domestic Product (GDP) growth. Cross-sectorial stepwise regression analysis shows that EPI can be distinguished among many other social and ... -
The universal sustainability of development as a tool of constructive interaction of interests and possibilities of development and the balance of goals and resources
(4th international scientific conference Whither our economics, November 12-13, 2014 : conference proceedings, 2014)Considering about possibilities of long opportunities for countries or regions, here is a problem of challenges and barriers of existence even for the most economically strongest countries or regions. The abundance and ... -
Trade relationship analysis among EU members by means of cluster analysis
(1st International Conference on Business Management Universitat Politècnica de València, 2015, 2015)In order to maintain sustainability of economies it is crucial to understand international trade relationships among different countries as well as economic integration. In this article trade relationships among European ... -
Women employment trends and related factors in Lithuania
(Innovative SMEs by gender and age around the mare Balticum [This book contains the presented papers and a summary of the discussion of the participants of the 9th Hanseatic conference, 17-19 February 2014, Hamburg], 2014)