Prediction Models of Financial Markets Based on Multiregression Algorithms

The paper presents the results of simulations performed for predictive goals for the main Polish index named WIG20, using the historical quotes on several connected financial time series. The data (monthly and daily tested) used to predict WIG20 are such series as economical supply of money, level...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Antoni Wilinski
Format: Artikel
Sprache:English
Veröffentlicht: Vladimir Andrunachievici Institute of Mathematics and Computer Science 2011-10-01
Schriftenreihe:Computer Science Journal of Moldova
Schlagworte:
Online Zugang:http://www.math.md/files/csjm/v19-n2/v19-n2-(pp178-188).pdf