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Browsing Кафедра інформатики та прикладної математики by Author "Chabanenko, Dmitry"

Browsing Кафедра інформатики та прикладної математики by Author "Chabanenko, Dmitry"

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  • Markov Chains application to the financial-economic time series prediction 
    Соловйов, Володимир Миколайович; Saptsin, Vladimir; Chabanenko, Dmitry (2011-11-22)
    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 aftereffect ...
  • Prediction of financial time series with the technology of high-order Markov chains 
    Соловйов, Володимир Миколайович; Saptsin, Vladimir; Chabanenko, Dmitry (2009-03)
    In this research the technology of complex Markov chains, i.e. Markov chains with a memory is applied to forecast the financial time-series. The high-order Markov chains can be simplified to first-order ones by generalizing ...

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