Публікація:
Stock market statistical data analysis for prices forecasting and trading decision support

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dc.contributor.authorГрінберг, Галина Леонідівнаuk
dc.date.accessioned2021-06-15T09:30:33Z
dc.date.available2021-06-15T09:30:33Z
dc.date.issued2021
dc.description.abstractA 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.en
dc.identifier.citationГрінберг 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.uk
dc.identifier.doihttps://doi.org/10.51582/interconf.21-22.05.2021.030
dc.identifier.orcidhttps://orcid.org/0000-0002-0774-5414
dc.identifier.urihttps://repository.kpi.kharkov.ua/handle/KhPI-Press/53156
dc.language.isoen
dc.publisherDana, Italyen
dc.subjectauto-regression modelen
dc.subjectforecastingen
dc.subjectstock marketen
dc.subjectstructural decompositionen
dc.subjecttime seriesen
dc.subjectstatistical analysisen
dc.titleStock market statistical data analysis for prices forecasting and trading decision supporten
dc.typeArticleen
dspace.entity.typePublication
relation.isAuthorOfPublicationa24827c4-2d66-4b75-a569-c5794d86b1fd
relation.isAuthorOfPublication.latestForDiscoverya24827c4-2d66-4b75-a569-c5794d86b1fd

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