Publication result detail

Decision Making System for Financial Time Series

KŘÍŽ, J.; BUDÍK, J.

Original Title

Decision Making System for Financial Time Series

English Title

Decision Making System for Financial Time Series

Type

Peer-reviewed article not indexed in WoS or Scopus

Original Abstract

The article deals with the issue of statistical analysis, simulation and time series prediction. In this case, the input data is represented by a record of the development of financial instruments that appear to have stochastic properties. The MATLAB programming environment is used to create an application for the purpose of automation of data evaluation. Having produced data outputs, the application generates rules for the support of financial decision-making processes. A case study is presented, as well. The objective is to demonstrate the use of modern methods of economic decision making in real stock market environment.

English abstract

The article deals with the issue of statistical analysis, simulation and time series prediction. In this case, the input data is represented by a record of the development of financial instruments that appear to have stochastic properties. The MATLAB programming environment is used to create an application for the purpose of automation of data evaluation. Having produced data outputs, the application generates rules for the support of financial decision-making processes. A case study is presented, as well. The objective is to demonstrate the use of modern methods of economic decision making in real stock market environment.

Keywords

decision making system;data mining;predictions;analyses

Key words in English

decision making system;data mining;predictions;analyses

Authors

KŘÍŽ, J.; BUDÍK, J.

RIV year

2011

Released

01.10.2010

Publisher

Česká společnost pro systémovou integraci

Location

Praha

ISBN

1210-9479

Periodical

Systémová integrace

Volume

6.

Number

6.

State

Czech Republic

Pages from

81

Pages to

88

Pages count

8

BibTex

@article{BUT48977,
  author="Jiří {Kříž} and Jan {Budík}",
  title="Decision Making System for Financial Time Series",
  journal="Systémová integrace",
  year="2010",
  volume="6.",
  number="6.",
  pages="81--88",
  issn="1210-9479"
}