STOCK MARKET STATISTICAL DATA ANALYSIS FOR PRICES FORECASTING AND TRADING DECISION SUPPORT
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Як цитувати

Грінберг, Г. (2021). STOCK MARKET STATISTICAL DATA ANALYSIS FOR PRICES FORECASTING AND TRADING DECISION SUPPORT. InterConf, (58), 283-288. https://doi.org/10.51582/interconf.21-22.05.2021.030

Анотація

A general problems and methods for stock market statistical analysis are analyzed. A new method for stock price forecasting problem is considered based on a time series structural decomposition approach realized in special assignment of wave component auto-regression model as a superposition of harmonics with tuning frequencies. Computer simulation has been fulfilled in order to evaluate the performance of proposed method and algorithms.

https://doi.org/10.51582/interconf.21-22.05.2021.030
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Посилання

Benth F.E. (2004) Statistical Analysis of Data from the Stock Market. In: Option Theory with Stochastic Analysis. Springer, Berlin, Heidelberg.

Srivastava A. & Sengupta I. (2018) Predicting Stock Market: An Approach with Artificial Intelligence. The Journal of Incisive Analyzers 13(02), 32-45.

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Lyubchyk L.M., Grinberg G.L. & Rivtis A.S. (2005) Adaptive forecasting of wave non-periodic time series. International Advances in Economic Research, (vol. 11, no. 2), 67 - 72.

Lyubchyk L.M., Borisov V.G., Grinberg G.L. & Kovalenko P.A. (2004) Stock prices forecasting and trading decision support information technologies. Bulletin of National Technical University KhPI, Series “System Analysis Control and Information Technologies”, Харків. НТУ "ХПІ", (45), 147 - 150.

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