FORECASTING FINANCIAL TIME SERIES USING A METHOD OF SELFORGANIZED CRITICALITY

FORECASTING FINANCIAL TIME SERIES USING A METHOD OF SELFORGANIZED CRITICALITY

There are four main methods of forecastingfinancial time series: technical analysis,mathematical analysis, fundamental analysis, the use of neural networks. Evolution of financial time series is accompanied by bifurcations, characterizing the internal propertiesof the system. Then there is the unstab...

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Bibliographic Details
Main Author: Michail E. Mazurov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Statistika i Èkonomika
Subjects:
прогнозирование фи нансовых временных рядов
бифуркации
системы нелинейных дифференциаль ных уравнений параболического типа
компьютерное моделирование
forecasting financial time series
bifurcation of a system of nonlinear differential equations of parabolic type
computersimulation
Online Access:https://statecon.rea.ru/jour/article/view/445

Internet

https://statecon.rea.ru/jour/article/view/445

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