Deterministic regression model and visual basic code for optimal forecasting of financial time series
From MaRDI portal
Publication:2389523
DOI10.1016/j.camwa.2008.07.032zbMath1165.91452MaRDI QIDQ2389523
Beatriz Balbás, Inna Galperin, Efim A. Galperin, Alejandro Balbas
Publication date: 17 July 2009
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/12947
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
Cites Work
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- Financial distress prediction by a radial basis function network with logit analysis learning
- Stationarity conditions for linear models
- Deterministic regression models for prediction and control
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