Nonlinear time series analysis via neural networks
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17310%2F13%3AA13017BL" target="_blank" >RIV/61988987:17310/13:A13017BL - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Nonlinear time series analysis via neural networks
Original language description
This article deals with a time series analysis based on neural networks in order to make an effective forex market (Moore and Roche 2002) pattern rec-ognition. Our goal is to find and recognize important patterns which repeatedly appear in the market history to adapt our trading system behaviour based on them.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Chaos and Complex Systems
ISBN
978-3-642-33913-4
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
415-418
Publisher name
Springer
Place of publication
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Event location
Turecko
Event date
Jan 1, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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