Home  Journals  Economic Analysis: Theory and Practice  24(189) - 2010 August

The characteristics of prediction of the dynamic of financial time numbers

Available online: 20 August 2010

Subject Heading: Economic-mathematical modelling

JEL Classification: 

In the article the integrated method of the prediction of the dynamics of financial time series is examined. Special attention is given to the construction of optimum investment strategy and to preliminary data processing. The application of [veyvlet]- analysis in a study of time series is substantiated, its advantages over classical methods at the stage of preliminary data processing are shown.

Keywords: investments, time series, stochastic, wave-let transformation, neuron networks, prognostication

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ISSN 2311-8725 (Online)
ISSN 2073-039X (Print)

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