PROCESSING METHODOLOGY OF ECONOMIC TIME SERIES USING NEURAL NETWORK SIMULATORS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F63468352%3A_____%2F12%3A%230000178" target="_blank" >RIV/63468352:_____/12:#0000178 - 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
PROCESSING METHODOLOGY OF ECONOMIC TIME SERIES USING NEURAL NETWORK SIMULATORS
Original language description
The paper deals about possibility of using neural network simulator for prediction of stock market. The specific example using the time series is describes and some parameters are explain. In the first part is explaining principle of learning mode by using SNNS simulator and special DELPHI simulator. In the second part is explaining testing mode and learning goal. Emphasis is placed on the possibility of obtaining on-line time series data shares and processing methodology.
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
N - Vyzkumna aktivita podporovana z neverejnych zdroju
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
MODERNÍ VZDĚLÁVÁNÍ TECHNIKA A INFORMAČNÍ TECHNOLOGIE
ISBN
978-80-244-2912-0
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
149-155
Publisher name
Univerzita Plackého v Olomouci
Place of publication
Olomouc
Event location
Olomouc
Event date
Jan 1, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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