| bibtype |
A -
Abstract
|
| ARLID |
0334327 |
| utime |
20240111140731.1 |
| mtime |
20100106235959.9 |
| title
(primary) (eng) |
Prediction and optimal trading in U.S. commodity markets |
| specification |
| page_count |
1 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0332969 |
| title
|
Abstracts of Contributions to 5th International Workshop on Data-Algorithms-Decision Making |
| page_num |
36-36 |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| year |
2009 |
|
| editor |
| name1 |
Janžura |
| name2 |
Martin |
|
| editor |
|
|
| title
(cze) |
Předpovědi a optimální obchodování na komoditních trzích v USA |
| keyword |
optimal control mathematical finance |
| keyword |
Bayesian statistics |
| keyword |
forecasting |
| keyword |
mathematical finance |
| author
(primary) |
| ARLID |
cav_un_auth*0101205 |
| name1 |
Šindelář |
| name2 |
Jan |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We introduce a method for predicting future prices of U.S. commodity futures. After the presentation of the model and the approximations needed for us to be able to perform all the computations, we propose certain possibilities of decision optimization of the trading agent. |
| abstract
(cze) |
Představena je metoda pro předpovědi cen na komoditních trzích v USA. Po krátkém úvodu o použitém modelu a popisu aproximací, nutných pro řešitelnost všech použitých výpočtů je navržena možná cesta optimalizace rozhodnutí obchodujícího. |
| action |
| ARLID |
cav_un_auth*0257500 |
| name |
5th International Workshop on Data-Algorithms-Decision Making |
| place |
Pilsen |
| dates |
29.11.2009-01.12.2009 |
| country |
CZ |
|
| reportyear |
2010 |
| RIV |
BB |
| mrcbC52 |
4 O 4o 20231122133858.9 |
| permalink |
http://hdl.handle.net/11104/0179095 |
| arlyear |
2009 |
| mrcbTft |
\nSoubory v repozitáři: 0334327.pdf |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0332969 Abstracts of Contributions to 5th International Workshop on Data-Algorithms-Decision Making 36 36 Praha ÚTIA AV ČR 2009 |
| mrcbU67 |
Janžura Martin 340 |
| mrcbU67 |
Ivánek Jiří 340 |
|