文章基本信息

标题：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
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作者：Jakub Horák ; Tomáš Krulický
期刊名称：SHS Web of Conferences
印刷版ISSN：2416-5182
电子版ISSN：2261-2424
出版年度：2019
卷号：61
页码：1-13
DOI：10.1051/shsconf/20196101006
语种：English
出版社：EDP Sciences
摘要：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.
关键词：prediction;stock price;tome series;exponential alignment;artificial neural networks