Please use this identifier to cite or link to this item: http://repository.kpi.kharkov.ua/handle/KhPI-Press/53156
Title: Stock market statistical data analysis for prices forecasting and trading decision support
Authors: Грінберг, Галина Леонідівна
Grinberg, Galina
Keywords: auto-regression model; forecasting; stock market; structural decomposition; time series; statistical analysis
Issue Date: 2021
Publisher: Dana, Italy
Citation: Грінберг Г. Л. Stock market statistical data analysis for prices forecasting and trading decision support / Г. Л. Грінберг // Scientific Collection "InterConf" : proc. of the 3rd Intern. Sci. and Practical Conf. "Theory and practice of science: key aspects", Rome, Italy, May 21st-22nd 2021. – 2021. – № 58. – P. 283-288.
Abstract: A general problems and methods for stock market statistical analysis are analyzed. A new method for stock price forecasting problem is considered based on a time series structural decomposition approach realized in special assignment of wave component auto-regression model as a superposition of harmonics with tuning frequencies. Computer simulation has been fulfilled in order to evaluate the performance of proposed method and algorithms.
ORCID: orcid.org/0000-0002-0774-5414
DOI: doi.org/10.51582/interconf.21-22.05.2021.030
URI: http://repository.kpi.kharkov.ua/handle/KhPI-Press/53156
Appears in Collections:Кафедра "Економічна кібернетика та маркетинговий менеджмент"

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