Rodyti trumpą aprašą

dc.rights.licenseKūrybinių bendrijų licencija / Creative Commons licenceen_US
dc.contributor.authorMaknickienė, Nijolė
dc.contributor.authorMaknickas, Algirdas
dc.date.accessioned2024-04-25T13:55:14Z
dc.date.available2024-04-25T13:55:14Z
dc.date.issued2016
dc.identifier.issn2029-4441en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/154074
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 modelled with the help of ensemble of EVOLINO for obtaining of predictions of the distribution of expected 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.en_US
dc.format.extent8 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/154000en_US
dc.rightsAttribution 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.source.urihttps://bm.vilniustech.lt/index.php/verslas/2016/paper/view/30en_US
dc.subjectartificial intelligenceen_US
dc.subjectevolinoen_US
dc.subjectensembleen_US
dc.subjectforecasting compositionen_US
dc.subjectinvestmenten_US
dc.subjectspeculationen_US
dc.subjectsupport systemen_US
dc.titleImpact of time zones on forecasting of exchange market based on distribution of expected valuesen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.alternativeFinance engineeringen_US
dcterms.issued2016-05-13
dcterms.licenseCC BYen_US
dcterms.references40en_US
dc.description.versionTaip / Yesen_US
dc.contributor.institutionVilniaus Gedimino technikos universitetasen_US
dc.contributor.institutionVilnius Gediminas technical universityen_US
dc.contributor.facultyVerslo vadybos fakultetas / Faculty of Business Managementen_US
dc.contributor.facultyFundamentinių mokslų fakultetas / Faculty of Fundamental Science
dc.contributor.departmentInformacinių technologijų katedra / Department of Information Technologiesen_US
dc.contributor.departmentFinansų inžinerijos katedra / Department of Finance Engineering
dcterms.sourcetitle9th International Scientific Conference “Business and Management 2016”en_US
dc.identifier.eisbn9786094579219en_US
dc.identifier.eissn2029-929Xen_US
dc.publisher.nameVilnius Gediminas Technical Universityen_US
dc.publisher.nameVilniaus Gedimino technikos universitetasen_US
dc.publisher.countryLithuaniaen_US
dc.publisher.countryLietuvaen_US
dc.publisher.cityVilniusen_US
dc.identifier.doihttps://doi.org/10.3846/bm.2016.29en_US


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Rodyti trumpą aprašą

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