Stock market statistical data analysis for prices forecasting and trading decision support
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Дата
2021
DOI
doi.org/10.51582/interconf.21-22.05.2021.030
Науковий ступінь
Рівень дисертації
Шифр та назва спеціальності
Рада захисту
Установа захисту
Науковий керівник
Члени комітету
Видавець
Dana, Italy
Анотація
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.
Опис
Ключові слова
auto-regression model, forecasting, stock market, structural decomposition, time series, statistical analysis
Бібліографічний опис
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.