Detail publikačního výsledku

Design Of Autonomous Algorithmic Models For Time Series Prediction

ZÁMEČNÍKOVÁ, E.

Originální název

Design Of Autonomous Algorithmic Models For Time Series Prediction

Anglický název

Design Of Autonomous Algorithmic Models For Time Series Prediction

Druh

Stať ve sborníku mimo WoS a Scopus

Originální abstrakt

This paper is focused on basic concepts used for processing of high frequency data. The idea of designing of systems for predicting of these time series and its parallel to business proces rules modeling will be mentioned. Designed system will use principles of statististical arbitrage, time series correlation, the use of multivariate variables and characteristics of the distribution of interim data. Newly designed system must meet the condition of econometrics for high frequency data.

Anglický abstrakt

This paper is focused on basic concepts used for processing of high frequency data. The idea of designing of systems for predicting of these time series and its parallel to business proces rules modeling will be mentioned. Designed system will use principles of statististical arbitrage, time series correlation, the use of multivariate variables and characteristics of the distribution of interim data. Newly designed system must meet the condition of econometrics for high frequency data.

Klíčová slova

statistical arbitrage, fair value, high frequency data, time series, econometrics, business rule

Klíčová slova v angličtině

statistical arbitrage, fair value, high frequency data, time series, econometrics, business rule

Autoři

ZÁMEČNÍKOVÁ, E.

Rok RIV

2015

Vydáno

24.04.2014

Nakladatel

Brno University of Technology

Místo

Brno

ISBN

978-80-214-4924-4

Kniha

STUDENT EEICT 2014

Edice

Volume 3

Strany od

279

Strany do

283

Strany počet

5

URL

https://www.fit.vut.cz/research/publication/10584/

BibTex

@inproceedings{BUT111561,
  author="Eva {Zámečníková}",
  title="Design Of Autonomous Algorithmic Models For Time Series Prediction",
  booktitle="STUDENT EEICT 2014",
  year="2014",
  series="Volume 3",
  pages="279--283",
  publisher="Brno University of Technology",
  address="Brno",
  isbn="978-80-214-4924-4",
  url="https://www.fit.vut.cz/research/publication/10584/"
}

Dokumenty

eeict_2014_zamecnikova