{"title":"Корреляционный анализ процессов изменения состояния фондовых и валютных рынков","authors":"Александр Азерович Мусаев","doi":"10.15622/sp.18.1","DOIUrl":null,"url":null,"abstract":"The problem of interrelation between changes of currency and stock markets is considered. The purpose of researches is to establish basic possibility of restoration and forecasting of one market state evolution on quotations trajectories of another market. Features of correlation characteristics changes depending on the size of an observations window used for their estimation are established","PeriodicalId":53447,"journal":{"name":"SPIIRAS Proceedings","volume":"7 6 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2014-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SPIIRAS Proceedings","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15622/sp.18.1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
Abstract
The problem of interrelation between changes of currency and stock markets is considered. The purpose of researches is to establish basic possibility of restoration and forecasting of one market state evolution on quotations trajectories of another market. Features of correlation characteristics changes depending on the size of an observations window used for their estimation are established
期刊介绍：
The SPIIRAS Proceedings journal publishes scientific, scientific-educational, scientific-popular papers relating to computer science, automation, applied mathematics, interdisciplinary research, as well as information technology, the theoretical foundations of computer science (such as mathematical and related to other scientific disciplines), information security and information protection, decision making and artificial intelligence, mathematical modeling, informatization.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
