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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| Datum: | 2018 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | rus |
| Veröffentlicht: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2018
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| Online Zugang: | http://journal.iasa.kpi.ua/article/view/127657 |
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| Назва журналу: | System research and information technologies |