Analyzing and forecasting financial series with singular spectral analysis

DOI10.1515/demo-2022-0112zbMath1504.37089OpenAlexW4285106713MaRDI QIDQ2172582

Alexander Musaev, Andrey Makshanov, Dima Yu. Grigoriev

Publication date: 16 September 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2022-0112

zbMATH Keywords

forecastingsingular spectrum analysisforeximmunocomputingmultidimensional chaotic processes

Mathematics Subject Classification ID

Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10)

Cites Work

• Statistical theory of open systems. Vol. 1. A unified approach to kinetic description of processes in active systems. Transl. from the manuscript by A. Dobroslavsky
• Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
• Econometric modelling of stock market intraday activity.
• Singular Spectrum Analysis with R
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Analyzing and forecasting financial series with singular spectral analysis