| dc.contributor.author | Maknickienė, Nijolė | |
| dc.contributor.author | Stankevičienė, Jelena | |
| dc.date.accessioned | 2023-09-18T20:10:18Z | |
| dc.date.available | 2023-09-18T20:10:18Z | |
| dc.date.issued | 2014 | |
| dc.identifier.other | (BIS)VGT02-000029661 | |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/147498 | |
| dc.description.abstract | 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 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.extent | p. [1-10] | |
| dc.format.medium | tekstas / txt | |
| dc.language.iso | eng | |
| dc.source.uri | http://cbme.vgtu.lt/index.php/cbme/cbme_2014/paper/view/538 | |
| dc.subject | VE01 - Aukštos pridėtinės vertės ekonomika / High value-added economy | |
| dc.title | Comparision of exchange market predictions using extremal data | |
| dc.type | Straipsnis recenzuotame konferencijos darbų leidinyje / Paper published in peer-reviewed conference publication | |
| dcterms.references | 29 | |
| dc.type.pubtype | P1d - Straipsnis recenzuotame konferencijos darbų leidinyje / Article published in peer-reviewed conference proceedings | |
| dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
| dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
| dc.contributor.department | Finansų inžinerijos katedra / Department of Financial Engineering | |
| dc.subject.researchfield | S 004 - Ekonomika / Economics | |
| dc.subject.ltspecializations | L103 - Įtrauki ir kūrybinga visuomenė / Inclusive and creative society | |
| dc.subject.en | Bollinger bands | |
| dc.subject.en | Evolino RNN | |
| dc.subject.en | Prediction | |
| dc.subject.en | Extreme values | |
| dc.subject.en | High low strategy | |
| dcterms.sourcetitle | International scientific conference Contemporary issues in business, management and education'2014, November 13, 2014 – November 14, 2014, Vilnius Gediminas technical university : conference proceedings | |
| dc.publisher.name | Vilniaus Gedimino technikos universitetas | |
| dc.publisher.city | Vilnius | |
| dc.identifier.elaba | 4107583 | |
