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Publication detail
KŘÍŽ, J. BUDÍK, J.
Original Title
Decision Making System for Financial Time Series
Type
journal article - other
Language
English
Original Abstract
The article deals with the issue of statistical analysis, simulation and time series prediction. In this case, the input data is represented by a record of the development of financial instruments that appear to have stochastic properties. The MATLAB programming environment is used to create an application for the purpose of automation of data evaluation. Having produced data outputs, the application generates rules for the support of financial decision-making processes. A case study is presented, as well. The objective is to demonstrate the use of modern methods of economic decision making in real stock market environment.
Keywords
decision making system;data mining;predictions;analyses
Authors
KŘÍŽ, J.; BUDÍK, J.
RIV year
2010
Released
1. 10. 2010
Publisher
Česká společnost pro systémovou integraci
Location
Praha
ISBN
1210-9479
Periodical
Systémová integrace
Year of study
6.
Number
State
Czech Republic
Pages from
81
Pages to
88
Pages count
8
BibTex
@article{BUT48977, author="Jiří {Kříž} and Jan {Budík}", title="Decision Making System for Financial Time Series", journal="Systémová integrace", year="2010", volume="6.", number="6.", pages="81--88", issn="1210-9479" }