Conference paper

ZÁMEČNÍKOVÁ Eva. Design Of Autonomous Algorithmic Models For Time Series Prediction. In: STUDENT EEICT 2014. Brno: Brno University of Technology, 2014, pp. 279-283. ISBN 978-80-214-4924-4.
Publication language:english
Original title:Design Of Autonomous Algorithmic Models For Time Series Prediction
Title (cs):Návrh autonomních algoritmických modelů pro predikci časových řad
Pages:279-283
Proceedings:STUDENT EEICT 2014
Conference:Student EEICT 2014
Series:Volume 3
Place:Brno, CZ
Year:2014
ISBN:978-80-214-4924-4
Publisher:Brno University of Technology
Keywords
statistical arbitrage, fair value, high frequency data, time series, econometrics, business rule
Annotation
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.
Abstract
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.
BibTeX:
@INPROCEEDINGS{
   author = {Eva Z{\'{a}}me{\v{c}}n{\'{i}}kov{\'{a}}},
   title = {Design Of Autonomous Algorithmic Models For Time
	Series Prediction},
   pages = {279--283},
   booktitle = {STUDENT EEICT 2014},
   series = {Volume 3},
   year = {2014},
   location = {Brno, CZ},
   publisher = {Brno University of Technology},
   ISBN = {978-80-214-4924-4},
   language = {english},
   url = {http://www.fit.vutbr.cz/research/view_pub.php?id=10584}
}

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