Prediction of stock price developments using the Box-Jenkins method

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F75081431%3A_____%2F17%3A00001359" target="_blank" >RIV/75081431:_____/17:00001359 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1051/shsconf/20173901007" target="_blank" >http://dx.doi.org/10.1051/shsconf/20173901007</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1051/shsconf/20173901007" target="_blank" >10.1051/shsconf/20173901007</a>

Result language
angličtina
Original language name
Prediction of stock price developments using the Box-Jenkins method
Original language description
The present article predicts the future development of the stock price of CEZ, a. s., on the Prague Stock Exchange using the ARIMA method - the Box-Jenkins method. The analysis employs the final price of the last trading day in a given month, from February 2012 to September 2017. Statistica software is used for processing the data, namely advanced time series prediction methods, the ARIMA tool, and autocorrelation functions.
Czech name
—
Czech description
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Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
SHS Web of Conferences - Innovative Economic Symposium 2017: Strategic Partnership in International Trade
ISBN
9782759890286
ISSN
—
e-ISSN
—
Number of pages
9
Pages from-to
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Publisher name
EDP Sciences
Place of publication
Les Ulis, France
Event location
České Budějovice, Czech Republic
Event date
Oct 19, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000452181300007

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