Open AccessSTOCHASTIC MODEL OF SHORT-TERM PREDICTION OF STOCK PRICES AND ITS PROFITABILITY IN THE CZECH STOCK MARKET
Author(s) -
Milan Svoboda
Publication year - 2016
Publication title -
e+m. ekonomie a management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.318
H-Index - 22
eISSN - 2336-5064
pISSN - 1212-3609
DOI - 10.15240/tul/001/2016-2-013
Subject(s) - profitability index , econometrics , portfolio , stock market , transaction cost , stock (firearms) , markov chain , economics , financial economics , standard deviation , state space representation , computer science , mathematics , statistics , finance , engineering , mechanical engineering , paleontology , horse , algorithm , biology