Adaptive forecasting and financial risk estimation

Adaptive forecasting and financial risk estimation

The study is directed towards development of an adaptive decision support system for modeling and forecasting nonlinear nonstationary processes in economy, finances and other areas of human activities. The structure and parameter adaptation procedures for the regression and probabilistic models are...

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Bibliographic Details
Main Authors: Valery Ya. Danilov, O. P. Gozhyj, I. O. Kalinina, Andrii O. Belas, Petro I. Bidyuk, O. L. Jirov
Format: Article
Language:Ukrainian
Published: Igor Sikorsky Kyiv Polytechnic Institute 2020-06-01
Series:Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï
Subjects:
economic and financial processes
adaptive modeling
forecasting nonlinear nonstationary processes
uncertainties
system analysis
decision support system
Online Access:http://journal.iasa.kpi.ua/article/view/209133

Internet

http://journal.iasa.kpi.ua/article/view/209133

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