SHS Web Conf.
Volume 61, 2019Innovative Economic Symposium 2018 - Milestones and Trends of World Economy (IES2018)
|Number of page(s)||13|
|Section||Strategic Partnerships in International Trade|
|Published online||30 January 2019|
Comparison of exponential time series alignment and time series alignment using artificial neural networks by example of prediction of future development of stock prices of a specific company
Institute of Technology and Business in České Budějovice, School of Expertness and Valuation, Okružní 517/10, 370 01 České Budějovice, Czech Republic
* Corresponding author: firstname.lastname@example.org
Accurate stock price prediction is very difficult in today's economy. Accurate prediction plays an important role in helping investors improve return on equity. As a result, a number of new approaches and technologies have logically evolved in recent years to predict stock prices. One is also the method of artificial neural networks, which have many advantages over conventional methods. The aim of this paper is to compare a method of exponential time series alignment and time series alignment using artificial neural networks as tools for predicting future stock price developments on the example of the company Unipetrol. Time series alignment is performed using artificial neural networks, exponential alignment of time series, and then a comparison of time series of predictions of future stock price trends predicted using the most successful neural network and price prediction calculated by exponential time series alignment is performed. Predictions for 62 business days were obtained. The realistic picture of further possible development is surprisingly given based on the exponential alignment of time series.
Key words: Prediction / Stock price / Tome series / Exponential alignment / Artificial neural networks
© The Authors, published by EDP Sciences, 2019
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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