On short-term forecasting at security markets (Q1420665)
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scientific article; zbMATH DE number 2036005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On short-term forecasting at security markets |
scientific article; zbMATH DE number 2036005 |
Statements
On short-term forecasting at security markets (English)
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2 February 2004
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Short-term (daily) forecasting at security markets on the ground of piecewise-monotonous approximation methods is considered. A concept of similarity of two piecewise-monotonous functions is introduced at given accuracy level, and similarity classes are defined as patterns. The idea is to choose patterns with pretty high, preliminary prescribed, financial expectations.
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financial market model
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forecasting
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expectations
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approximation
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