AUTOREGRESSIVE PREDICTIVE MODEL BASED ON A HISTORICAL TIME SERIES
DOI:
https://doi.org/10.24867/16GI06MaleticKeywords:
Technical analysis, algorithmic trading, stock market predictionAbstract
The subject of this paper deals with the topics of the determination of the stock value and time of investment since these are the basics necessary for understanding the research work.
References
[1] Горан Б. Анђелић, Владимир Ђаковић (2010), „Основ инвестиционог менаџмента“, Факултет техничких наука у Новом Саду, 172-174 стр.
[2] Heping Pan (2003), „A joint review of technical and quantitative analysis of the financial markets - Towards a unified science of intelligent finance“, Proceedings of the 2003 Hawaii international conference on statistics and related fields, 6-7 стр.
[3] John J. Murphy (1999), „Technical analysis of the financial markets“, New York Institute of finance, 1 стр.
[2] Heping Pan (2003), „A joint review of technical and quantitative analysis of the financial markets - Towards a unified science of intelligent finance“, Proceedings of the 2003 Hawaii international conference on statistics and related fields, 6-7 стр.
[3] John J. Murphy (1999), „Technical analysis of the financial markets“, New York Institute of finance, 1 стр.
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Published
2022-03-01
Issue
Section
Industrial Engineering and Management
