Asset price prediction using seasonal decomposition

DOI10.1007/BF02425208zbMath1153.91431MaRDI QIDQ1000351

Yasuhiko Takeji, Tsunemasa Shiba

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

zbMATH Keywords

seasonalityARIMAscenarioSABLstock price prediction

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

The Japanese stock market and the macroeconomy: An empirical investigation

Uses Software

• SAS
• SAS/ETS

Cites Work

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