INFORMATION SYSTEM FOR FORECASTING NONLINEAR NON-STATIONARY PROCESSES IN FINANCE
Background. Financial processes are often characterised by nonlinearity and non-stationarity, which makes them difficult to accurately model and forecast. Traditional methods cannot effectively take into account the complex interrelationships and variability of such processes, which generates increa...
Saved in:
| Main Authors: | Петро Бідюк, Роман Тертичний, Денис Чупрін |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Igor Sikorsky Kyiv Polytechnic Institute
2024-12-01
|
| Series: | KPI Science News |
| Online Access: | https://scinews.kpi.ua/article/view/312719 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
ALGORITHM OF DETERMINATION OF NON-STATIONARY NONLINEAR SYSTEMS FULL STABILITY AREAS
by: V. P. Berdnikov
Published: (2017-12-01) -
Short-Term Forecasting of Non-Stationary Time Series
by: Amir Aieb, et al.
Published: (2024-07-01) -
INFORMATION PREDICTABILITY IN THE PROBLEM OF PARAMETER ESTIMATION ON THE BACKGROUND OF NON-STATIONARY PROCESSES
by: A. V. Ausiannikau, et al.
Published: (2019-06-01) -
DFCNformer: A Transformer Framework for Non-Stationary Time-Series Forecasting Based on De-Stationary Fourier and Coefficient Network
by: Yuxin Jin, et al.
Published: (2025-01-01) -
Simulation of stationary, non-normal random process
by: Nguyen Cao Menh, et al.
Published: (1992-12-01)