Hybrid Forecasting Scheme for Financial Time-Series

Student: Kryuchkov Anton

Educational Programme: Applied Economics (Master)

Year of Graduation: 2018

In current research author aims to indicate possibility of forecasting market prices; develops understanding in methods and approaches that are used for forecasting financial time series. ARIMA, EXP, ANN and SSA models are considered. Based on them hybrid models are created. Furthermore, author’s hybrid model is presented. To conduct experimental research daily time series stock data of various companies is used.

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