Prediction Models of Financial Markets Based on Multiregression Algorithms

The paper presents the results of simulations performed for predictive goals for the main Polish index named WIG20, using the historical quotes on several connected financial time series. The data (monthly and daily tested) used to predict WIG20 are such series as economical supply of money, level...

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Bibliographic Details
Main Author: Antoni Wilinski
Format: Article
Language:English
Published: Institute of Mathematics and Computer Science of the Academy of Sciences of Moldova 2011-10-01
Series:Computer Science Journal of Moldova
Subjects:
Online Access:http://www.math.md/files/csjm/v19-n2/v19-n2-(pp178-188).pdf