Koceska, Natasa and Koceski, Saso (2014) Financial-Economic Time Series Modeling and Prediction Techniques – Review. Journal of Applied Economics and Business, 2 (4). pp. 28-33. ISSN 1857- 8721
Preview |
Text
020402.pdf Download (405kB) | Preview |
Abstract
Financial-economic time series distinguishes from other time series because they contain a portion of uncertainity. Because of this, statistical theory and methods play important role in their analysis. Moreover, external influence of various parameters on the values in time series makes them non-linear, which on the other hand suggests employment of more complex techniques for ther modeling. To cope with this challenging problem many researchers and scientists have developed various models and techniques for analysis of financial-economic time series and forecasting of the future trends, both linear and non-. This paper aims at reviewing current state-of-the-art techiques for financial-economic time series analysis and forecasting.
| Item Type: | Article |
|---|---|
| Subjects: | Natural sciences > Computer and information sciences Engineering and Technology > Electrical engineering, electronic engineering, information engineering |
| Divisions: | Faculty of Computer Science |
| Depositing User: | Saso Koceski |
| Date Deposited: | 04 Feb 2015 13:30 |
| Last Modified: | 04 Feb 2015 13:30 |
| URI: | https://eprints.ugd.edu.mk/id/eprint/12367 |
Actions (login required)
 |
View Item |