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Browsing by Author "Chabanenko, D."

Browsing by Author "Chabanenko, D."

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  • Financial time series prediction with the technology of complex Markov chains 
    Соловйов, Володимир Миколайович; Saptsin, V.; Chabanenko, D. (Брама-Україна, 2014)
    In this research the technology of complex Markov chains, i.e. Markov chains with a memory is applied to forecast financial time-series. The main distinction of complex or high-order Markov Chains and simple first-ord yer ...
  • Financial time series prediction with the technology of complex Markov chains 
    Соловйов, Володимир Миколайович; Saptsin, V.; Chabanenko, D. (Transport and Telecommunication Institute, 2010)
    In this research the technology of complex Markov chains, i.e. Markov chains with a memory is applied to forecast financial time-series. The main distinction of complex or high-order Markov chains [1] and simple first-order ...
  • Markov chains applications to the financial-economic time series predictions 
    Соловйов, Володимир Миколайович; Saptsin, V.; Chabanenko, D. (Transport and Telecommunication Institute, 2011)
    In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of after-effect ...