Analyzing and forecasting financial series with singular spectral analysis
Work
Year: 2022
Type: article
Abstract: Modern techniques for managing multidimensional stochastic processes that reflect the dynamics of unstable environments are proactive, which refers to decision making based on forecasting the system’... more
Source: Dependence Modeling
Institutions Admiral Makarov State University of Maritime and Inland Shipping, St. Petersburg Institute for Informatics and Automation, St. Petersburg State Technological Institute, St Petersburg University
Cites: 18
Cited by: 2
Related to: 10
FWCI: 0.381
Citation percentile (by year/subfield): 52.19
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: gold
APC paid (est): $1,078