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A regressional method of currency exchange rate prediction
- Authors: 1 11, 1 12
-
Affiliations:
- Samara State Aerospace University
- Samara Institute of Management
- Issue: Vol 4, No 1 (2005)
- Pages: 68-71
- Section: HUMANITIES
- URL: https://journals.ssau.ru/vestnik/article/view/216
- DOI: https://doi.org/10.18287/2541-7533-2005-0-1%20(7)-68-71
- ID: 216
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Abstract
A multidimensional regressional method of currency exchange rate prediction is proposed. Trusty ranges of model parameters and the probability of correct exchange rate sign forecast for the next day are estimated.
About the authors
1 1
Samara State Aerospace University
Author for correspondence.
Email: sadohina@ssau.ru
Russian Federation
1 1
Samara Institute of Management
Email: sadohina@ssau.ru
Russian Federation
References
- К. Хартман, Э. Лецкий, В. Шефер. Планирование эксперимента в исследовании технологических процессов.- М.: Мир, 1977.
- Вапник В. Н. Алгоритмы и программы восстановления зависимостей.- М.: Наука, 1984.
- Lachenbruch P. A., Mickey M. R. Estimation of error rates in discriminant analysis, Technometrics, 10, № 1 (1968).
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