Open AccessSTOCK MARKET STATISTICAL DATA ANALYSIS FOR PRICES FORECASTING AND TRADING DECISION SUPPORT
Author(s) -
Galyna Grinberg
Publication year - 2021
Publication title -
interconf
Language(s) - English
Resource type - Journals
ISSN - 2709-4685
DOI - 10.51582/interconf.21-22.05.2021.030
Subject(s) - stock market , econometrics , computer science , time series , superposition principle , stock (firearms) , harmonics , economics , machine learning , mathematics , engineering , horse , electrical engineering , paleontology , voltage , mathematical analysis , mechanical engineering , biology
A general problems and methods for stock market statistical analysis are analyzed. A new method for stock price forecasting problem is considered based on a time series structural decomposition approach realized in special assignment of wave component auto-regression model as a superposition of harmonics with tuning frequencies. Computer simulation has been fulfilled in order to evaluate the performance of proposed method and algorithms.
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