Multi-regression Forecast in Stochastic Chaos › SPbU Researchers Portal

Links

https://link.springer.com/article/10.1007/s10614-023-10440-0

DOI

https://doi.org/10.1007/s10614-023-10440-0
Final published version

Александр Азерович Мусаев
Андрей Макшанов
Дмитрий Алексеевич Григорьев

Original language	English
Journal	Computational Economics
DOIs	https://doi.org/10.1007/s10614-023-10440-0
State	E-pub ahead of print - 4 Aug 2023

Research areas

Asset management, Forecasting, Multi-regression data analysis, Multidimensional statistical analysis, Sliding observation window, Stochastic chaos

ID: 107666153