Detail publikačního výsledku

USE OF ARTIFICIAL NEURAL NETWORK FOR EUR\CZK PAIR PREDICTIONS

KUDELÁS, S.

Originální název

USE OF ARTIFICIAL NEURAL NETWORK FOR EUR\CZK PAIR PREDICTIONS

Anglický název

USE OF ARTIFICIAL NEURAL NETWORK FOR EUR\CZK PAIR PREDICTIONS

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

The paper examines the use of artificial neural network for EUR\CZK currency pair prediction. The article is focused on the benefit that a company can get using ANN model in decision making process while exchanging EUR\CZK according to its import/export profile. ANN model is based on fundaments of technical analysis and uses time-series values OHLC as input. The results of research showed that the ANN model can help companies to save their revenues or lower the loss created in timing of exchange currencies. The analysis was realized taking into account the period of historical prices from 14.1.2013 to 19.3.2014.

Anglický abstrakt

The paper examines the use of artificial neural network for EUR\CZK currency pair prediction. The article is focused on the benefit that a company can get using ANN model in decision making process while exchanging EUR\CZK according to its import/export profile. ANN model is based on fundaments of technical analysis and uses time-series values OHLC as input. The results of research showed that the ANN model can help companies to save their revenues or lower the loss created in timing of exchange currencies. The analysis was realized taking into account the period of historical prices from 14.1.2013 to 19.3.2014.

Klíčová slova

artificial neural network, EUR\CZK, exchange rate, model, forecasting

Klíčová slova v angličtině

artificial neural network, EUR\CZK, exchange rate, model, forecasting

Autoři

KUDELÁS, S.

Vydáno

05.06.2014

Nakladatel

Mykolas Romeris University

Místo

Vilnius

ISSN

2029-7378

Periodikum

1st international scientific concerence "Practice and research in private public sector-11"

Svazek

14

Číslo

4

Stát

Litevská republika

Strany od

256

Strany do

262

Strany počet

7

URL

http://prpps.mruni.eu/wp-content/uploads/2014/06/PRPPS-2014-PROCEEDINGS.pdf

BibTex

@article{BUT108145,
  author="Stanislav {Kudelás}",
  title="USE OF ARTIFICIAL NEURAL NETWORK FOR EUR\CZK PAIR PREDICTIONS",
  journal="1st international scientific concerence {"}Practice and research in private public sector-11{"}",
  year="2014",
  volume="14",
  number="4",
  pages="256--262",
  issn="2029-7378",
  url="http://prpps.mruni.eu/wp-content/uploads/2014/06/PRPPS-2014-PROCEEDINGS.pdf"
}