Deterministic regression model and visual basic code for optimal forecasting of financial time series
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Publication:2389523
DOI10.1016/j.camwa.2008.07.032zbMath1165.91452OpenAlexW2162440329MaRDI QIDQ2389523
Beatriz Balbás, Inna Galperin, Efim A. Galperin, Alejandro Balbas
Publication date: 17 July 2009
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/12947
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Cites Work
- Sequential arbitrage measurements and interest rate envelopes
- On level-2 condition number for the weighted Moore-Penrose inverse
- Financial distress prediction by a radial basis function network with logit analysis learning
- Stationarity conditions for linear models
- Deterministic regression models for prediction and control
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