Results 21 to 30 of about 21,055,376 (292)
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
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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 +1 more
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Financial time series forecasting methods [PDF]
ITM Web of ConferencesThe 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
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Looking for skewness in financial time series [PDF]
Econometrics Journal, 2009 In this paper marginal and conditional skewness of financial return time series is studied, by means of testing procedures and suitable models, for nine major international stock indexes. To analyze time-varying conditional skewness a new GARCH-type model with dynamic skewness and kurtosis is proposed.
GRIGOLETTO, MATTEO, LISI, FRANCESCO
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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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Generation of Realistic Synthetic Financial Time-series
ACM Transactions on Multimedia Computing, Communications, and Applications, 2022 Financial markets have always been a point of interest for automated systems. Due to their complex nature, financial algorithms and fintech frameworks require vast amounts of data to accurately respond to market fluctuations. This data availability is tied to the daily market evolution, so it is impossible to accelerate its acquisition. In this article,
Mihai Dogariu +5 more
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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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