Search Results - subject:"Financial timeseries"

Feature selection with annealing for forecasting financial time series

Pabuccu, Hakan; Barbu, Adrian G. - In: Financial innovation : FIN 10 (2024), pp. 1-26

predictions is challenging, noting that accuracy does not equate to reliability, especially when financial time-series forecasting …

Persistent link: https://www.econbiz.de/10015361544

A novel distance-based moving average model for improvement in the predictive accuracy of financial time series

Ejder, Uğur; Özel, Selma Ayşe - In: Borsa Istanbul Review 24 (2024) 2, pp. 376-397

. Therefore, the proposed novel distance-based moving-average methodology designed for financial time-series analysis demonstrates …

Persistent link: https://www.econbiz.de/10014495227

Forecasting selected commodities' prices with the Bayesian symbolic regression

Drachal, Krzysztof; Pawłowski, Michał - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-56

This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of numerous commodities' prices (spot-based ones). Moreover, some features and an initial specification of the parameters of the BSR were analysed. The conventional approach to symbolic regression, based on...

Persistent link: https://www.econbiz.de/10014636322

Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets

Magris, Martin; Shabani, Mostafa; Iosifidis, Alexandros - In: Journal of forecasting 42 (2023) 6, pp. 1407-1428

Persistent link: https://www.econbiz.de/10014338908

On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013

indicators forecast by making the accurate characterization of the financial time-series with the application of the state …

Persistent link: https://www.econbiz.de/10011258833

Modelling of Stock Returns Time-Series

Trešl, Jiří; Blatná, Dagmar - In: Acta Oeconomica Pragensia 2007 (2007) 1, pp. 114-120

In the study submitted, selected methods of financial time-series analysis are applied to daily returns of the most …

Persistent link: https://www.econbiz.de/10005036485

EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments

Sluis, Pieter J. van der - 1998

Econometric estimation using simulation techniques, such as the efficient method of moments, may betime consuming. The use of ordinary matrix programming languages such as Gauss, Matlab, Ox or S-plus will very often cause extra delay. For the Efficient Method of Moments implemented to...

Persistent link: https://www.econbiz.de/10010533201