Results 21 to 30 of about 20,255,155 (246)
Markov Switching Model for Financial Time Series [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 Modeling financial time series is an important step for its forecast and risk evaluation when financial assets are involved. In this context, this article presents a Markov Switching Model for BET series recorded during the period Oct-2000 - Sept-2014 ...
Alina Barbulescu +1 more
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Chaotic Dynamics Analysis Based on Financial Time Series
Complexity, 2021 It is a common phenomenon in the field of financial research to study the dynamic of financial market and explore the complexity of financial system by using various complex scientific methods.
Zheng Gu, Yuhua Xu
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Financial Time Series Modelling Using Fractal Interpolation Functions
AppliedMath, 2023 Time series of financial data are both frequent and important in everyday practice. Numerous applications are based, for example, on time series of asset prices or market indices.
Polychronis Manousopoulos +2 more
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FORECASTS ON SOME FINANCIAL INDICATORS: A CASE STUDY FOR S.C.D.A SIMNIC [PDF]
Management & Marketing, 2023 In this paper, several financial indicators at S.C.D.A. Simnic are investigated from a statistical point of view. Using the method of least squares, the mathematical functions that model the trend are found and with the help of which financial forecasts ...
Ramona-Maria DIMITROV
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Modelling long-run trends and cycles in financial time series data [PDF]
, 2013 Copyright @ 2012 Wiley Publishing Ltd. This is the accepted version of the following article: "Modelling long-run trends and cycles in financial time series data", Journal of Time Series Analysis, 34(3), 405-421, 2013, which has been published in final ...
Cuñado, J, Gil-Alana, LA
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Modeling Similarities Among Multi-Dimensional Financial Time Series
IEEE Access, 2018 Pairs trading is one of the most successful strategies for stock investment. The performance of pairs trading heavily depends on modeling how similarity of two paired financial signals.
Dawei Cheng +3 more
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Testing financial time series for autocorrelation: Robust Tests
Ciencia Ergo Sum, 2020 Se estudian dos estadísticos de Portmanteau modificados bajo supuestos de dependencia comunes en aplicaciones financieras que pueden utilizarse para comprobar que series de tiempo heterocedásticas son serialmente incorreladas sin suponer independencia o ...
Nelson Omar Muriel Torrero
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A Hybrid BRNN-ARIMA Model for Financial Time Series Forecasting
Sukkur IBA Journal of Computing and Mathematical Sciences, 2022 The accurate forecasting of time series is difficult and for exchange rate more difficult as well. Because it is difficult to predict as they continuously fluctuate during trading hours.
Muhammad Najamuddin, Samreen Fatima
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Financial Time series Forecasting using Holt-Winters in H-step Ahead [PDF]
تحقیقات مالی, 2016 Up to now various methods have been used to predict stock prices and profits. According to financial volatility markets, the most important thing is which of the methods can be applied to predict the optimal decision to help managers and decision makers ...
Hamid Shahriari +2 more
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Modeling Financial Time Series with S-PLUS (2nd Edition)
Journal of Statistical Software, 2007 s not available for ...
Sylvain Sardy, Valerie Chavez-Demoulin
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