Detail publikačního výsledku

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

BUDÍK, J.

Originální název

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

Anglický název

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

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

BUDÍK, J.

Rok RIV

2015

Vydáno

25.06.2014

Místo

Granada

ISBN

978-84-15814-97-9

Kniha

ITISE 2014

Strany od

950

Strany do

951

Strany počet

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"
}