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http://elibrary.kdpu.edu.ua/xmlui/handle/0564/1193Повний запис метаданих
| Поле DC | Значення | Мова |
|---|---|---|
| dc.contributor.author | Соловйов, Володимир Миколайович | - |
| dc.contributor.author | Saptsin, Vladimir | - |
| dc.contributor.author | Chabanenko, Dmitry | - |
| dc.date.accessioned | 2017-08-01T14:26:09Z | - |
| dc.date.available | 2017-08-01T14:26:09Z | - |
| dc.date.issued | 2011-11-22 | - |
| dc.identifier.citation | Soloviev V. N. Markov Chains application to the financial-economic time series prediction [Electronic resource] / Vladimir Soloviev, Vladimir Saptsin, Dmitry Chabanenko. – 22 Nov 2011. – arXiv:1111.5254v1 [q-fin.ST]. – Access mode : https://arxiv.org/pdf/1111.5254.pdf | uk |
| dc.identifier.uri | http://elibrary.kdpu.edu.ua/handle/0564/1193 | - |
| dc.identifier.uri | https://doi.org/10.48550/arXiv.1111.5254 | - |
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| dc.description.abstract | 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 or memory. The technology proposes prediction with the hierarchy of time discretization intervals and splicing procedure for the prediction results at the different frequency levels to the single prediction output time series. The hierarchy of time discretizations gives a possibility to use fractal properties of the given time series to make prediction on the different frequencies of the series. The prediction results for world's stock market indices is presented. | uk |
| dc.language.iso | en | uk |
| dc.subject | complex Markov chains | uk |
| dc.subject | financial time-series | uk |
| dc.title | Markov Chains application to the financial-economic time series prediction | uk |
| dc.type | Article | uk |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики | |
Файли цього матеріалу:
| Файл | Опис | Розмір | Формат | |
|---|---|---|---|---|
| 1111.5254.pdf | Article | 464.25 kB | Adobe PDF | Переглянути/Відкрити |
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