Rodyti trumpą aprašą

dc.contributor.authorMaknickienė, Nijolė
dc.contributor.authorStankevičienė, Jelena
dc.date.accessioned2023-09-18T20:10:18Z
dc.date.available2023-09-18T20:10:18Z
dc.date.issued2014
dc.identifier.other(BIS)VGT02-000029661
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/147498
dc.description.abstractHigh 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 high and low data. Composition and parameters of these distributions determine the decision of trading. In this paper portfolio constructed by this new method of prediction is compared with portfolio based on Bollinger bands. Comparison well known in technical analysis tools with our support prediction system based on artificial intelligence confirmed the new ability to predict high and low values...eng
dc.format.extentp. [1-10]
dc.format.mediumtekstas / txt
dc.language.isoeng
dc.source.urihttp://cbme.vgtu.lt/index.php/cbme/cbme_2014/paper/view/538
dc.subjectVE01 - Aukštos pridėtinės vertės ekonomika / High value-added economy
dc.titleComparision of exchange market predictions using extremal data
dc.typeStraipsnis recenzuotame konferencijos darbų leidinyje / Paper published in peer-reviewed conference publication
dcterms.references29
dc.type.pubtypeP1d - Straipsnis recenzuotame konferencijos darbų leidinyje / Article published in peer-reviewed conference proceedings
dc.contributor.institutionVilniaus Gedimino technikos universitetas
dc.contributor.facultyVerslo vadybos fakultetas / Faculty of Business Management
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.enBollinger bands
dc.subject.enEvolino RNN
dc.subject.enPrediction
dc.subject.enExtreme values
dc.subject.enHigh low strategy
dcterms.sourcetitleInternational scientific conference Contemporary issues in business, management and education'2014, November 13, 2014 – November 14, 2014, Vilnius Gediminas technical university : conference proceedings
dc.publisher.nameVilniaus Gedimino technikos universitetas
dc.publisher.cityVilnius
dc.identifier.elaba4107583


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Rodyti trumpą aprašą