Quantile recurrent forecasting in singular spectrum analysis for stock price monitoring

DOI10.4310/21-SII720MaRDI QIDQ6073441

Atikur R. Khan, Hossein Hassani

Publication date: 16 September 2023

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

stock pricequantiletradingforecast distributionrecurrent forecasting

Mathematics Subject Classification ID

Statistics (62-XX) Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10)

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