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Time series analysis and data prediction: An ECM neuronal approach applied to EUR/USD currency

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F14%3A%230005350" target="_blank" >RIV/47813059:19240/14:#0005350 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.4028/www.scientific.net/AMR.918.30" target="_blank" >http://dx.doi.org/10.4028/www.scientific.net/AMR.918.30</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.4028/www.scientific.net/AMR.918.30" target="_blank" >10.4028/www.scientific.net/AMR.918.30</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Time series analysis and data prediction: An ECM neuronal approach applied to EUR/USD currency

  • Original language description

    Several approaches to dynamic modeling in economic such as ARIMA, GARCH, neural nets and error corrected models have become popular in recent years. We evaluate statistical and neuronal methods for daily EUR/USD currency prediction using daily EUR/USD time series data. Both techniques are reviewed and contrasted from the accuracy of forecasting models point of view. We show that an RBF neural network can achieve better prediction results than the latest statistical methodologies. Following fruitful applications of neural networks to predict financial data this work goes ahead by using neural networks for modeling any non-linearities within the estimated statistical models.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2014

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Advanced Materials Research

  • ISSN

    1022-6680

  • e-ISSN

  • Volume of the periodical

  • Issue of the periodical within the volume

    neuvedeno

  • Country of publishing house

    CH - SWITZERLAND

  • Number of pages

    6

  • Pages from-to

    301-306

  • UT code for WoS article

  • EID of the result in the Scopus database