The Analysis of Stability of Prices Short Time Series Forecasting Based on Pattern Recognition |
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| Number: 3 from 2014 year | |
| Rubric: Mathematical Methods in Economics | |
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UDC: 007, 336.76
Original article submitted: 20
July 2014 Revision submitted: 25 July 2014 |
Author: Sarkisov Vigen G Chihereva Tatyana V |
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Keywords: prices time series, pattern, hash code, quality of the forecast, stability, optimization Abstract: The method of analogs is applied to forecast short time series of financial instruments prices. The dependence of the forecast quality on length of considered patterns is analyzed. Stability of investment decisions quality is investigated by optimization on various time ranges. Some criteria of the forecasting system quality taking into account the forecast accuracy are considered. |
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| File: 2014-3-13-0018.pdf | |
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Decimal Classification (UDC):
«UDC is the basis for systematization of human knowledge in libraries, databases and other information repositories. UDC adopted to index documents in most countries. In Russia, the UDC is the mandatory details of all books and information the natural and technical sciences.»
source — http://viniti.ru
Transcript UDC
Economics
Information
Journal «Bulletin of the Samara State Technical University. Series Economics» is published since 2004 and is a regular scientific publication issued by Samara State Technical University for the development of scientific research, the leading scientific schools and training of highly qualified personnel.
Journal — 200 pages
Language — Russian