Publication result detail

Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy

BUDÍK, J.

Original Title

Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy

English Title

Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy

Type

Paper in proceedings (conference paper)

Original Abstract

The main aim of this paper is a primary research of new short-term trends in financial time series. These time series are represented by historical rate changes of the currency pairs EUR/USD and USD/JPY for the period 1 January 2000 to 31 December 2013. The short-term trend is defined as a rate change in one direction with minimum negative movement.

English abstract

The main aim of this paper is a primary research of new short-term trends in financial time series. These time series are represented by historical rate changes of the currency pairs EUR/USD and USD/JPY for the period 1 January 2000 to 31 December 2013. The short-term trend is defined as a rate change in one direction with minimum negative movement.

Keywords

prediction, price fluctuation, hedge fund, trading strategy, foreign exchange

Key words in English

prediction, price fluctuation, hedge fund, trading strategy, foreign exchange

Authors

BUDÍK, J.

RIV year

2015

Released

25.06.2014

Location

Granada

ISBN

978-84-15814-97-9

Book

ITISE 2014

Pages from

950

Pages to

951

Pages count

1560

BibTex

@inproceedings{BUT108294,
  author="Jan {Budík}",
  title="Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy",
  booktitle="ITISE 2014",
  year="2014",
  pages="950--951",
  address="Granada",
  isbn="978-84-15814-97-9"
}