股票和货币市场变化过程的相关分析

Q3 Mathematics SPIIRAS Proceedings Pub Date : 2014-03-17 DOI:10.15622/sp.18.1

Александр Азерович Мусаев

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引用次数: 0

摘要

考虑了货币变动与股票市场变动之间的相互关系问题。研究的目的是建立一个市场状态演变在另一个市场的报价轨迹上恢复和预测的基本可能性。相关特征的变化取决于用于其估计的观测窗口的大小

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Корреляционный анализ процессов изменения состояния фондовых и валютных рынков

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

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来源期刊

SPIIRAS Proceedings Mathematics-Applied Mathematics

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

14 weeks

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.