Financial Time Series and Their Features
نویسندگان
چکیده
Time series of prices as well as time series based on prices or time series which describe prices and their dynamism are called financial time series. These time series have some typical properties. There are two basic assumptions: normality and linearity of log returns of the financial time series. The distributions of log returns are usually skewed and more peaked that the normal distribution. The characteristic features of these time series can not be expressed by linear models as they suppose only a correlation dependence. The solution of the problems of non-normality and non-linearity in the financial time series can be in a very close connection.
منابع مشابه
Machine learning algorithms for time series in financial markets
This research is related to the usefulness of different machine learning methods in forecasting time series on financial markets. The main issue in this field is that economic managers and scientific society are still longing for more accurate forecasting algorithms. Fulfilling this request leads to an increase in forecasting quality and, therefore, more profitability and efficiency. In this pa...
متن کاملStock Market Modeling Using Artificial Neural Network and Comparison with Classical Linear Models
Stock market plays an important role in the world economy. Stock market customers are interested in predicting the stock market general index price, since their income depends on this financial factor; Therefore, a reliable forecast in stock market can be extremely profitable for stockholders. Stock market prediction for financial markets has been one of the main challenges in forecasting finan...
متن کاملOverview and Comparison of Short-term Interval Models for Financial Time Series Forecasting
In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...
متن کاملExamining the changes of conservatism in financial reporting with emphasis on the time-series changes of accruals and MTB
Review the literature of conservatism in financial reporting indicates the importance of conservatism in accounting profession. Researchers have always tried to determine the degree and ways of conservatism in financial reporting and accounting, although this is not done easily, because there is not a direct measure of conservatism. However, conservatism has been one of the key principles in ac...
متن کاملHerbal plants zoning using target detection algorithms on time-series of Sentinel-2 multispectral images (Amygdalus Scoparia)
Today, medicinal plants have a special place in the economy and health of a society. Due to the natural growth of many of these products, the necessity of zoning them for optimum and optimal utilization seems necessary. Traditional zoning solutions are not efficient due to their low accuracy and speed, therefore a new approach is needed. Remote sensing data have many applications in various fie...
متن کامل