Analysis and forecast of financial time series. Tutorial
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The book discusses the analysis and forecast of financial time series in terms of technical analysis and stochastic modeling. At the same time, indicators of technical analysis are studied from a probabilistic-statistical point of view. A detailed description of linear models of random processes is given, including models with exogenous inputs. The technique of modeling the dynamics of price data using technical analysis indicators is considered in detail. The book contains a large number of examples that facilitate the study of the material, on the one hand, and illustrate the effectiveness of the proposed methods - on the other.
For students studying in the areas of "Economics", "Management", graduate students and specialists working in financial markets
For students studying in the areas of "Economics", "Management", graduate students and specialists working in financial markets
Author:
Author:Kerimov Alexander Karimovich
Cover:
Cover:Hard
Category:
- Category:Business & Money
ISBN:
ISBN:978-5-907003-93-4
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