Detail publikace

Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy

BUDÍK, J.

Originální název

Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The main aim of this paper is a primary research of new short-term trends in financial time series. These time series are represented by historical rate changes of the currency pairs EUR/USD and USD/JPY for the period 1 January 2000 to 31 December 2013. The short-term trend is defined as a rate change in one direction with minimum negative movement.

Klíčová slova

prediction, price fluctuation, hedge fund, trading strategy, foreign exchange

Autoři

BUDÍK, J.

Rok RIV

2014

Vydáno

25. 6. 2014

Místo

Granada

ISBN

978-84-15814-97-9

Kniha

ITISE 2014

Strany od

950

Strany do

951

Strany počet

1560

BibTex

@inproceedings{BUT108294,
  author="Jan {Budík}",
  title="Time Based Prediction Model of short-term price fluctuation as an edge of hedge fund trading strategy",
  booktitle="ITISE 2014",
  year="2014",
  pages="950--951",
  address="Granada",
  isbn="978-84-15814-97-9"
}