Analyzing, Modeling, and Utilizing Observation Series Correlation in Capital Markets
In this paper, we consider the task of the analysis, modeling, and application of dependencies between asset quotes at various capital markets. As an example, we study the dependency between financial instrument observation series in the currency and stock markets. Our work intends to give a theoret...
Main Authors: | Alexander Musaev, Dmitry Grigoriev |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-08-01
|
Series: | Computation |
Subjects: | |
Online Access: | https://www.mdpi.com/2079-3197/9/8/88 |
Similar Items
-
Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos
by: Alexander Musaev, et al.
Published: (2022-01-01) -
Analyzing and forecasting financial series with singular spectral analysis
by: Makshanov Andrey, et al.
Published: (2022-06-01) -
A Deep Network-Based Trade and Trend Analysis System to Observe Entry and Exit Points in the Forex Market
by: Asit Kumar Das, et al.
Published: (2022-10-01) -
Currency reform, currency biases and Ghana’s forex market fluctuations: Beyond the macroeconomic fundamentals
by: Bernard Bawuah, et al.
Published: (2023-10-01) -
A Review on Recent Advancements in FOREX Currency Prediction
by: Md. Saiful Islam, et al.
Published: (2020-07-01)