Multi-scale description and prediction of financial time series
نویسندگان
چکیده
منابع مشابه
The Multi-Agent System for Prediction of Financial Time Series
To take into account different character of distinct segments of non-stationary financial time series the multi-agent system based forecasting algorithm is suggested. The primary goal of present paper is to introduce methodological findings that could help to reduce one step ahead forecasting error. In contrast to previous investigation [6], instead of single prediction rule we use a system of ...
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ژورنال
عنوان ژورنال: New Journal of Physics
سال: 2010
ISSN: 1367-2630
DOI: 10.1088/1367-2630/12/8/083021