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dc.contributor.authorŽilinskij, Grigorij
dc.date.accessioned2024-06-04T08:12:02Z
dc.date.available2024-06-04T08:12:02Z
dc.date.issued2012
dc.identifier.isbn9786094571169en_US
dc.identifier.issn2029-4441en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/154339
dc.description.abstractOne of the key factors in ensuring the efficiency of investment is ability to obtain high-accuracy stock return forecasts. Nowadays, there are many different prediction methods, ranging from simple moving averages to neural networks and other sophisticated methods. The analysis of forecasting methods and proposals to integrate separate forecasts to improve prediction precision was carried out in this article. The method of separate forecasts integration, based on forecasting accuracy in past periods, was proposed. The empirical study validating the suitability of proposed method in integration of fore-casts obtained analysing single and weighted moving averages (SMA and WMA) of different period time series was carried out.en_US
dc.format.extent7 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/154267en_US
dc.source.urihttp://old.konferencijos.vgtu.lt/bm.vgtu.lt/public_html/index.php/bm/bm_2012/paper/view/86en_US
dc.subjectforecastingen_US
dc.subjecttime seriesen_US
dc.subjectforecasts integrationen_US
dc.subjectprediction accuracyen_US
dc.titleDifferent period time series forecasts integration as a tool of increasing the accuracy of stock return predictionen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.alternativeFinance engineeringen_US
dcterms.issued2012-05-11
dcterms.references36en_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
dcterms.sourcetitle7th International Scientific Conference “Business and Management 2012”en_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.2012.039en_US


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