Summer Semester 2009/10
Forecasting with Elements of Technical Analysis MI2202lic
Course content:
1. Basic forecasting methods.
2. Ex post and ex ante forecasting errors. Stages of forecasting.
3. Time series forecasting methods. Naive method.
4. Based on moving average forecasting methods and their practical applications in technical analysis.
5. Smoothing models.
6. Holta model.
7. Winters model.
8. Forecasting based on econometric models.
Learning outcomes:
Knowledge and abilities to use basic time-series forecasting methods.
(in Polish) Rodzaj przedmiotu
Course coordinators
Bibliography
a) basic references:
"Prognozowanie gospodarcze", red. M. Cieślak, PWN, Warszawa, 2002
'Metody prognozowania. Zbiór zadań", red. B. Radzikowska, Wydawnictwo AE we Wrocławiu, 1999
b) supplementary references:
Murphy J. "Analiza techniczna", WIG-Press, 1999