Better results of artificial neural networks in predicting ČEZ share prices

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F75081431%3A_____%2F20%3A00001826" target="_blank" >RIV/75081431:_____/20:00001826 - isvavai.cz</a>
Výsledek na webu
<a href="https://www.scopus.com/record/display.uri?eid=2-s2.0-85090721333&origin=resultslist&sort=plf-f&src=s&st1=Better+results+of+artificial+neural+networks+in+predicting+%c4%8cEZ+share+prices&st2=&sid=37c3a606ab869c5c581bd24e508f36dc&sot=b&sdt=b&sl=90&s=TITLE-" target="_blank" >https://www.scopus.com/record/display.uri?eid=2-s2.0-85090721333&origin=resultslist&sort=plf-f&src=s&st1=Better+results+of+artificial+neural+networks+in+predicting+%c4%8cEZ+share+prices&st2=&sid=37c3a606ab869c5c581bd24e508f36dc&sot=b&sdt=b&sl=90&s=TITLE-</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14254/2071-8330.2020/13-2/18" target="_blank" >10.14254/2071-8330.2020/13-2/18</a>

Jazyk výsledku
angličtina
Název v původním jazyce
Better results of artificial neural networks in predicting ČEZ share prices
Popis výsledku v původním jazyce
The specific objective of the article is to propose a methodology for predicting future price development of the ČEZ, a.s., share prices on Prague Stock Exchange using artificial neural networks and time series exponential smoothing to validate the results on a part of the time series, and to compare the success rate of these two methods. The data used in our analysis is the data on the share prices for the period of 2014-2019. Multilayer perceptron (MLP) and radial basis function (RBF) networks are generated, with the time series time lag of 1, 5, and 10 days.
Název v anglickém jazyce
Better results of artificial neural networks in predicting ČEZ share prices
Popis výsledku anglicky
The specific objective of the article is to propose a methodology for predicting future price development of the ČEZ, a.s., share prices on Prague Stock Exchange using artificial neural networks and time series exponential smoothing to validate the results on a part of the time series, and to compare the success rate of these two methods. The data used in our analysis is the data on the share prices for the period of 2014-2019. Multilayer perceptron (MLP) and radial basis function (RBF) networks are generated, with the time series time lag of 1, 5, and 10 days.

Rok uplatnění
2020
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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