Comparison of neural networks and regression time series when estimating the copper price development
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F75081431%3A_____%2F19%3A00001484" target="_blank" >RIV/75081431:_____/19:00001484 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Comparison of neural networks and regression time series when estimating the copper price development
Original language description
The aim of this paper is to perform a regression analysis of the copper price development on the New York Stock Exchange using the linear regression and neural networks, expertly compare both methods and identify the more suitable one for a possible prediction of future copper price developments.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
—
OECD FORD branch
50200 - Economics and Business
Result continuities
Project
—
Continuities
N - Vyzkumna aktivita podporovana z neverejnych zdroju
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Sustainable Growth and Development of Economic Systems: Contradictions in the Era of Digitalization and Globalization, In: Contributions to Economics
ISBN
9783030117535
ISSN
—
e-ISSN
—
Number of pages
13
Pages from-to
169-181
Publisher name
Springer
Place of publication
Cham, Switzerland
Event location
Cham, Switzerland
Event date
Jan 1, 2019
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—