Mathematical methods for forecasting the company's financial results
نویسندگان
چکیده
منابع مشابه
Computational Intelligence Methods for Financial Forecasting
Forecasting the short run behavior of foreign exchange rates is a challenging problem that has attracted considerable attention. High frequency financial data are typically characterized by noise and non–stationarity. In this work we investigate the profitability of a forecasting methodology based on unsupervised clustering and feedforward neural networks and compare its performance with that o...
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Statistical analysis of financial time series is studied. We use wavelet analysis to study signal to noise ratios along with auto-correlation function to study correlation length for time series data of daily stock prices for specific sectors of the market. We study the ”high beta” stocks versus the ”low beta” stocks. We sample ten companies from both of these sectors. We find that the signal t...
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15 صفحه اولNeural networks for financial forecasting
Neural networks demonstrate great potential for discovering non-linear relationships in time-series and extrapolating from them. Results of forecasting using financial data are particularly good [LapFar87, Schöne9O, ChaMeh92]. In contrast, traditional statistical methods are restrictive as they try to express these non-linear relationships as linear models. This thesis investigates the use of t...
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ژورنال
عنوان ژورنال: Buhalterinės apskaitos teorija ir praktika
سال: 2013
ISSN: 2538-8762,1822-8682
DOI: 10.15388/batp.2013.13466