Predicting stock prices in Bank VIG

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F75081431%3A_____%2F14%3A00000461" target="_blank" >RIV/75081431:_____/14:00000461 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Predicting stock prices in Bank VIG

Original language description

The aim of the work is to describe the various ways of modelling used for predicting stock prices in the bank VIG (hereinafter in VIG) made using trend analysis and time series analysis in order to obtain effective predictive models.Time series of 1525 final prices of VIP shares on stock exchanges in Prague are used and the models are applied to determine point and interval predictions of the prices of these stocks during the successive 5 trading days. The results are compared using the rates of accuracy and it is selected optimum application on the selected time series.

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

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Publication year

2014

Confidentiality

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

Name of the periodical

Logi

ISSN

1804-3216

e-ISSN

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Volume of the periodical

roč. 5

Issue of the periodical within the volume

2

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

14

Pages from-to

116-129

UT code for WoS article

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EID of the result in the Scopus database

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