Detail publikačního výsledku

Decision Making System for Financial Time Series

KŘÍŽ, J.; BUDÍK, J.

Originální název

Decision Making System for Financial Time Series

Anglický název

Decision Making System for Financial Time Series

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

decision making system;data mining;predictions;analyses

Klíčová slova v angličtině

decision making system;data mining;predictions;analyses

Autoři

KŘÍŽ, J.; BUDÍK, J.

Rok RIV

2011

Vydáno

01.10.2010

Nakladatel

Česká společnost pro systémovou integraci

Místo

Praha

ISSN

1210-9479

Periodikum

Systémová integrace

Svazek

6.

Číslo

6.

Stát

Česká republika

Strany od

81

Strany do

88

Strany počet

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"
}