Statistical Analysis of Current Financial Instrument Quotes in the Conditions of Market Chaos

In this paper, the problem of estimating the current value of financial instruments using multidimensional statistical analysis is considered. The research considers various approaches to constructing regression computational schemes using quotes of financial instruments correlated to the data as re...

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Bibliographic Details
Main Authors: Alexander Musaev, Andrey Makshanov, Dmitry Grigoriev
Format: Article
Language:English
Published: MDPI AG 2022-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/4/587