Методи побудови моделей для довгострокового прогнозування фінансових часових рядів
Methods for prediction of the financial time series with external conditions are developed. An algorithm of step-by-step construction of linear regression equations with different combinations of repressors is offered. The linear optimization problem is applied to meet the external conditions. The a...
Збережено в:
| Дата: | 2010 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | Ukrainian |
| Опубліковано: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2010
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| Онлайн доступ: | http://journal.iasa.kpi.ua/article/view/107205 |
| Теги: |
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| Назва журналу: | System research and information technologies |
Репозитарії
System research and information technologies| Резюме: | Methods for prediction of the financial time series with external conditions are developed. An algorithm of step-by-step construction of linear regression equations with different combinations of repressors is offered. The linear optimization problem is applied to meet the external conditions. The algorithm is used for long-term prediction of the time series according to the requirements of Ukrainian banks on juristic persons credits in 2007. |
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