MM Rounaghi, FN Zadeh - Physica A: Statistical Mechanics and its …, 2016 - Elsevier
We investigated the presence and changes in, long memory features in the returns and volatility dynamics of S&P 500 and London Stock Exchange using ARMA model. Recently …
J Zahedi, MM Rounaghi - Physica A: Statistical Mechanics and its …, 2015 - Elsevier
Stock price changes are receiving the increasing attention of investors, especially those who have long-term aims. The present study intends to assess the predictability of prices on …
N Akter, A Nobi - Journal of Risk and Financial Management, 2018 - mdpi.com
In this work, the financial data of 377 stocks of Standard & Poor's 500 Index (S&P 500) from the years 1998–2012 with a 250-day time window were investigated by measuring realized …
Школа: Инженерная школа ядерных технологий Направление подготовки (О Page 1 Школа: Инженерная школа ядерных технологий Направление подготовки (ООП/ОПОП) …
В данной работе были созданы две модели рекуррентных нейронных сетей типа LSTM и GRU, обученные на котировках цен акций из индекса ММВБ-10 в период с …