Stock market state estimation on the basis of multidimensional regression on a sliding observation window
Abstract
The problem of stock market indexes restoration on the basis of algorithms multidimensional regression analysis is considered. As regressors currency tools are used in electronic market "Forex". The memory parameters, defining volume of training sample, are set by the size of a sliding observations window.References
Published
2011-12-01
How to Cite
Musaev, A., & Barlasov, I. (2011). Stock market state estimation on the basis of multidimensional regression on a sliding observation window. SPIIRAS Proceedings, 4(19), 243-254. https://doi.org/10.15622/sp.19.13
Section
Articles
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