Results 11 to 20 of about 20,255,155 (246)

Contextual Analysis of Financial Time Series

Mathematics
The evaluation of the financial state of small and medium-sized companies is a pressing issue today. This article introduces a novel method to evaluate a company’s financial state, implemented as a module within a decision support system.
Nadezhda Yarushkina, Aleksey Filippov, Anton Romanov   +2 more
doaj   +2 more sources

Fractional integration and cointegration in US financial time series data [PDF]

, 2011
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Gil-Alana, Luis A., Luis A. Gil-Alana, Guglielmo Maria Caporale, Caporale, GM, Caporale, Guglielmo Maria, Gil-Alana, LA   +5 more
core   +7 more sources

Long memory and fractional integration in high frequency financial time series [PDF]

, 2010
This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series.
Gil-Alana, Luis A., Caporale, GM, Caporale, Guglielmo Maria, Gil-Alana, LA   +3 more
core   +7 more sources

Long-Range Correlations and Characterization of Financial and Volcanic Time Series

Mathematics, 2020
In this study, we use the Diffusion Entropy Analysis (DEA) to analyze and detect the scaling properties of time series from both emerging and well established markets as well as volcanic eruptions recorded by a seismic station, both financial and ...
Maria C. Mariani, Peter K. Asante, Md Al Masum Bhuiyan, Maria P. Beccar-Varela, Sebastian Jaroszewicz, Osei K. Tweneboah   +5 more
doaj   +2 more sources

Nonlinear Analysis of Financial Time Series [PDF]

Ovidius University Annals: Economic Sciences Series, 2022
One of the axioms of the modern science states that, if one can identify an exact mathematical description of a physical system, then a very detailed understanding of the system’s properties is possible.
Sorin Vlad, Mariana Vlad
doaj  

Investigating Deep Stock Market Forecasting with Sentiment Analysis

Entropy, 2023
When forecasting financial time series, incorporating relevant sentiment analysis data into the feature space is a common assumption to increase the capacities of the model.
Charalampos M. Liapis, Aikaterini Karanikola, Sotiris Kotsiantis   +2 more
doaj   +1 more source

Stock Embeddings: Representation Learning for Financial Time Series

Engineering Proceedings, 2023
Identifying meaningful and actionable relationships between the price movements of financial assets is a challenging but important problem for many financial tasks, from portfolio optimization to sector classification.
Rian Dolphin, Barry Smyth, Ruihai Dong
doaj   +1 more source

Artificial Intelligence Models for Financial Time Series [PDF]

Ovidius University Annals: Economic Sciences Series, 2021
Modeling and predicting the evolution of financial series has become an essential research domain for scientists and practitioners in the field of economics or finance.
Alina Barbulescu, Cristian Stefan Dumitriu   +1 more
doaj  

Bootstraping financial time series [PDF]

, 2002
It is well known that time series of returns are characterized by volatility clustering and excess kurtosis. Therefore, when modelling the dynamic behavior of returns, inference and prediction methods, based on independent and/or Gaussian observations ...
Pascual, Lorenzo, Ruiz Ortega, Esther, Esther Ruiz, Lorenzo Pascual, Ruiz, Esther   +4 more
core   +1 more source

Financial time series forecasting methods [PDF]

ITM Web of Conferences
The paper presents the development of time series forecasting algorithms based on the Integrated Autoregressive Moving Average Model (ARIMA) and the Fourier Expansion model.
Zinenko Anna, Stupina Alena
doaj   +1 more source