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...

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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

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