USE OF ARTIFICIAL NEURAL NETWORK FOR EURCZK PAIR PREDICTIONS

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F14%3APU109481" target="_blank" >RIV/00216305:26510/14:PU109481 - isvavai.cz</a>

Result on the web

<a href="http://prpps.mruni.eu/wp-content/uploads/2014/06/PRPPS-2014-PROCEEDINGS.pdf" target="_blank" >http://prpps.mruni.eu/wp-content/uploads/2014/06/PRPPS-2014-PROCEEDINGS.pdf</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

USE OF ARTIFICIAL NEURAL NETWORK FOR EURCZK PAIR PREDICTIONS

Original language description

The paper examines the use of artificial neural network for EURCZK currency pair prediction. The article is focused on the benefit that a company can get using ANN model in decision making process while exchanging EURCZK according to its import/exportprofile. 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.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

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

ISSN

2029-7378

e-ISSN

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Volume of the periodical

14

Issue of the periodical within the volume

4

Country of publishing house

LT - LITHUANIA

Number of pages

7

Pages from-to

256-262

UT code for WoS article

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EID of the result in the Scopus database

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