On autoregressive moving-average models as a tool of virtual stock-exchange: experimental investigation
The objective of this work is to investigate experimentally the well-known autoregressive models as simplest algorithms simulating prediction processes of the stockholders using the historical stock rates only. The “virtual” stock exchange which applies these algorithms can help in testing various...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2012-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/14900 |