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 ...