by Alek | Aug 17, 2018 | Applied math

Let us now attempt to predict future values of S&P500 based on the current values of the constituents. The results obtained for the prediction horizont of n=10 steps ahead will be elaborated, but the same procedure cn be applied for arbitrary n . The results...
by Alek | Jul 5, 2018 | Applied math

Introduction Financial forecasting, especially stock price forecasting is one of the key components of the everyday market activities. Small increase of accuracy can lead to significant profit so such algorithms and models attracts significant visibility in academic...