haku: @indexterm Forecasting techniques / yhteensä: 246
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| Tekijä: | Guegan, D. Mercier, L. |
| Otsikko: | Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data |
| Lehti: | European Journal of Finance
2005 : APR, VOL 11:2, p. 137-150 |
| Asiasana: | Exchange rates Trading Time series Forecasting techniques Methodology Models |
| Kieli: | eng |
| Tiivistelmä: | This paper compares different prediction methods for chaotic deterministic systems. Two methods of reconstructing the dynamics of the systems are considered with a view to producing a profitable trading model. The methods developed are the 'nearest neighbours' method and the 'radial basis functions' method. |
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