A method of preliminary forecasting of time series of financial data

DOI10.1007/S10559-020-00245-6zbMath1454.91263OpenAlexW3014864993MaRDI QIDQ2215304

T. A. Fomina, G. A. Kakhiani, I. Sh. Didmanidze, A. D. Shatashvili

Publication date: 11 December 2020

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-020-00245-6

zbMATH Keywords

neural networkstime seriesfractal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractals (28A80) Financial markets (91G15)

Related Items (1)

Fractal interpolation densities

Cites Work

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