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Стохастичне моделювання латвійських процентних ставок методом локальної регресії

The interest rates of the Latvian interbank lending market are consideved using the method of locally weighted regression of the first order. A model for interest rates is proposed and compared in prognosis quality with two standard lineas models: random walk and autoregressin. The main result of th...

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Bibliographic Details
Date:2018
Main Authors: Ayevskis, V., Yansons, V.
Format: Article
Language:Russian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2018
Online Access:http://journal.iasa.kpi.ua/article/view/127657
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Journal Title:System research and information technologies

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System research and information technologies

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