Modeling and forecasting of stock markets under a system adaptation framework
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Publication:2439872
DOI10.1007/s11424-012-1034-0zbMath1283.91190OpenAlexW2009881944MaRDI QIDQ2439872
Publication date: 18 March 2014
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-012-1034-0
Inference from stochastic processes and prediction (62M20) Adaptive control/observation systems (93C40) Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic systems in control theory (general) (93E03) Large-scale systems (93A15)
Related Items (2)
Identification of stock market forces in the system adaptation framework ⋮ Detecting stock market turning points using wavelet leaders method
Uses Software
Cites Work
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