نتایج جستجو برای: arima garch

تعداد نتایج: 7234  

Journal: :International Journal on Recent and Innovation Trends in Computing and Communication 2023

Today's precipitation is growing increasingly variable, making forecasting difficult. The Indian Meteorological Department (IMD) currently employs Composite and Stochastic approaches to forecast spring storm in Asia. As a corollary, planners are unlikely predict the macroeconomic effects of disasters (due excessive precipitation) or famine (less precipitation). amount that drops dependent on va...

Journal: :MASA 2017
Stan Lipovetsky Jong-Min Kim

This special issue of Model Assisted Statistics and Applications (MASA) focused on knowing how current machine learning methods can be applied to diverse statistics areas. We have ten papers about the recent machine learning developments and applications, including survey sampling, biostatistics, bioinformatics, genetics, time series analysis, and technology forecasting. The issue starts with a...

Journal: :Jurnal statistika dan aplikasinya 2022

For an Investor, modelling and forecasting the stock prices are very important. Stock price fluctuate as time goes these changes vary from one point of to another. These can be really dangerous if ignored because risk loss it might create. Many models have been created with purpose minimizing loss. In this study, ARIMA-GARCH model will used predict closing in which contain volatility. The reaso...

Journal: :Jurnal Sains dan Seni ITS (e-journal) 2023

Saham merupakan produk pasar modal yang menjadi salah satu instrumen investasi. Banyak investor memilih saham sebagai investasi dikarenakan memberikan keuntungan menarik. Metode estimasi metode tepat bagi para untuk memprediksi harga sehingga dapat membantu mengoptimalkan keuntungannya. Penelitian ini bertujuan menentukan model terbaik dari data menggunakan ARCH-GARCH dan mendapatkan hasil Kalm...

Journal: :JMT (Jurnal Matematika dan Terapan) 2023

Buying and selling transactions are always used by humans to meet their needs. One of the transaction tools is money. Each country has its own currency including Japan, with Yen continues experience a significant decline throughout April 2022 exceeding 5-10%. Therefore, it necessary anticipate rate increase/decrease in Yen. After testing forecasting, was concluded that most appropriate model fo...

Forecasting financial markets is an important issue in finance area and research studies. On one hand, the importance of prediction, and on the other hand, its complexity, have led to huge number of researches which have proposed many forecasting methods in this area. In this study, we propose a hybrid model including Wavelet Transform, ARMA-GARCH and Artificial Neural Network (ANN) for single-...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علم و فرهنگ - دانشکده مهندسی صنایع 1391

این پژوهش به بررسی روشی جدید ( برآورد تطبیقی موضعی نوسانات) جهت تخمین و پیش بینی نوسانات بازده سهام در بازار بورس تهران می پردازد. ایده اصلی مدل مورد بررسی این است که هیچ فرضی برای پارامتری بودن آن در نظر گرفته نشده است به جز این فرض که نوسانات در بازه هایی از زمان ثابت می‏باشند. بنابراین مسئله اصلی در این تحقیق، تعیین بازه های زمانی همگنی است که به کمک آن ها می‏توان به مدلسازی نوسانات پرداخت. ...

Journal: :International Journal of Engineering Applied Sciences and Technology 2019

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید