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- Dusan Marcek
- MDAI
- 2004

- Dusan Marcek, Milan Marcek, Jan Babel
- Int. J. Computational Intelligence Systems
- 2009

We examine the ARCH-GARCH models for the forecasting of the bond price time series provided by VUB bank and make comparisons the forecast accuracy with the class of RBF neural network models. A limited statistical or computer science theory exists on how to design the architecture of RBF networks for some specific nonlinear time series, which allows for… (More)

- Dusan Marcek
- EUSFLAT-ESTYLF Joint Conf.
- 1999

Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionaly, fundamantal Box-Jenkins analysis [2] have been the mainstream methodology used to develop time series models. Next, we briefly describe the develop a classical AR model for stock price forecasting. A fuzzy regression model is then introduced.… (More)

- Milan Marcek, Dusan Marcek
- Multiple-Valued Logic and Soft Computing
- 2008

- Milan Marcek, Dusan Marcek
- RSKT
- 2008

- Milan Marček, Dušan Marček
- 2005

Abstract: In Support Vector Machines (SVM ́s), a non-linear model is estimated based on solving a Quadratic Programming (QP) problem. Based on work [1] we investigate the quantifying of statistical structural model parameters of inflation in Slovak economics. Dynamic and SVM ́s modelling approaches are used for automated specification of a functional form… (More)

- Dusan Marcek
- Computers and Artificial Intelligence
- 2003

- Dusan Marcek
- EUSFLAT Conf.
- 2003

- Dusan Marcek, Alexandra Kotillova
- Multiple-Valued Logic and Soft Computing
- 2016

- Dusan Marcek
- 2011

We develop forecasting models based on the neural approach for the forecasting of the bond price time series provided by the VUB bank and make their comparisons of the forecast accuracy with the class of the statistical ARCH-GARCH models. There is a limited statistical or computer science theory on how to design the architecture of the RBF networks for some… (More)