74068 | ИПУ РАН

Автор(ы):

Автор(ов):

Параметры публикации

Тип публикации:

Доклад

Название:

Forecasting financial time series based on the ensemble method

Электронная публикация:

Да

ISBN/ISSN:

978-1-6654-9701-5

DOI:

10.1109/MLSD55143.2022.9933994

Наименование конференции:

2022 15th International Conference Management of large-scale system development (MLSD)

Наименование источника:

Proceedings of the 15th International Conference Management of Large-Scale System Development (MLSD)

Город:

Moscow

Издательство:

IEEE

Год издания:

2022

Страницы:

https://ieeexplore.ieee.org/document/9933994

Аннотация

The study considers methods for forecasting financial time series. We construct an ensemble forecast based on the linear forecast, ETS forecast, and neural forecast methods. Thereupon, we evaluate the quality of the forecast based on the confidence coefficients.

Библиографическая ссылка:

Иванюк В.А., Цвиркун А.Д., Соловьёв В.И., Феклин В.Г., Сунчалина А.Л., Кравченко О.В. Forecasting financial time series based on the ensemble method / Proceedings of the 15th International Conference Management of Large-Scale System Development (MLSD). Moscow: IEEE, 2022. С. https://ieeexplore.ieee.org/document/9933994.