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dc.contributor.authorMaknickienė, Nijolė
dc.contributor.authorMaknickas, Algirdas
dc.date.accessioned2023-09-18T16:49:54Z
dc.date.available2023-09-18T16:49:54Z
dc.date.issued2016
dc.identifier.issn2029-4441
dc.identifier.other(BIS)VGT02-000032140
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/117350
dc.description.abstractForecasting 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. This paper demonstrates how the using of London and New York divisions of the trading day allows getting additional information from predicting exchange rates. This was mod-elled with the help of ensemble of EVOLINO for obtaining of predictions of the distribution of ex-pected values. The obtained results show that double forecasts evaluation reveals a possible trend in the exchange market and enriches the choice of real-time trading strategies.eng
dc.formatPDF
dc.format.extentp. 1-8
dc.format.mediumtekstas / txt
dc.language.isoeng
dc.relation.isreferencedbyConference Proceedings Citation Index - Social Science & Humanities (Web of Science)
dc.source.urihttp://bm.vgtu.lt/index.php/bm/bm_2016/paper/view/530
dc.subjectVE01 - Aukštos pridėtinės vertės ekonomika / High value-added economy
dc.titleImpact of time zones on forecasting of exchange market based on distribution of expected values
dc.typeStraipsnis konferencijos darbų leidinyje Web of Science DB / Paper in conference publication in Web of Science DB
dcterms.references41
dc.type.pubtypeP1a - Straipsnis konferencijos darbų leidinyje Web of Science DB / Article in conference proceedings Web of Science DB
dc.contributor.institutionVilniaus Gedimino technikos universitetas
dc.contributor.facultyVerslo vadybos fakultetas / Faculty of Business Management
dc.contributor.facultyFundamentinių mokslų fakultetas / Faculty of Fundamental Sciences
dc.contributor.departmentFinansų inžinerijos katedra / Department of Financial Engineering
dc.subject.researchfieldS 004 - Ekonomika / Economics
dc.subject.ltspecializationsL103 - Įtrauki ir kūrybinga visuomenė / Inclusive and creative society
dc.subject.enArtificial intelligence
dc.subject.enEvolino
dc.subject.enEnsemble
dc.subject.enForecasting composition
dc.subject.enInvestment
dc.subject.enSpeculation
dc.subject.enSupport system
dcterms.sourcetitleThe 9th International Scientific Conference “Business and Management 2016”, May 12–13, 2016, Vilnius, Lithuania
dc.publisher.nameTechnika
dc.publisher.cityVilnius
dc.identifier.doi000406677200029
dc.identifier.doi10.3846/bm.2016.29
dc.identifier.elaba20266470


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