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ZÁMEČNÍKOVÁ, E.
Originální název
Design Of Autonomous Algorithmic Models For Time Series Prediction
Typ
článek ve sborníku mimo WoS a Scopus
Jazyk
angličtina
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.
Klíčová slova
statistical arbitrage, fair value, high frequency data, time series, econometrics, business rule
Autoři
Rok RIV
2014
Vydáno
24. 4. 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/" }