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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| Datum: | 2010 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Ukrainian |
| Veröffentlicht: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2010
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| Online Zugang: | http://journal.iasa.kpi.ua/article/view/107205 |
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| Назва журналу: | System research and information technologies |