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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...

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Bibliographic Details
Date:2010
Main Author: Zrazhevsky, A. G.
Format: Article
Language:Ukrainian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2010
Online Access:http://journal.iasa.kpi.ua/article/view/107205
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Journal Title:System research and information technologies

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System research and information technologies

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