Financial time series forecasting methods
The paper presents the development of time series forecasting algorithms based on the Integrated Autoregressive Moving Average Model (ARIMA) and the Fourier Expansion model. These models were applied to non-stationary time series of stock quotes after bringing these series to a stationary form. In t...
| Prif Awduron: | , |
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| Fformat: | Erthygl |
| Iaith: | English |
| Cyhoeddwyd: |
EDP Sciences
2024-01-01
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| Cyfres: | ITM Web of Conferences |
| Mynediad Ar-lein: | https://www.itm-conferences.org/articles/itmconf/pdf/2024/02/itmconf_hmmocs2023_02005.pdf |