On the Use of Backward Difference Formulae to Improve the Prediction of Direction in Market Related Data

The use of a BDF method as a tool to correct the direction of predictions made using curve fitting techniques is investigated. Random data is generated in such a fashion that it has the same properties as the data we are modelling. The data is assumed to have “memory” such that certain information i...

Full description

Bibliographic Details
Main Authors: E. Momoniat, C. Harley, M. Berman
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2013/652653