Prediction Models of Financial Markets Based on Multiregression Algorithms

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...

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Bibliographic Details
Main Author: Antoni Wilinski
Format: Article
Language:English
Published: Vladimir Andrunachievici Institute of Mathematics and Computer Science 2011-10-01
Series:Computer Science Journal of Moldova
Subjects:
multivariate regression
simple rules
investigation strategy
prediction
trading systems
algotrading
Online Access:http://www.math.md/files/csjm/v19-n2/v19-n2-(pp178-188).pdf

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