Timeline for Multivariate stochastic time series forecasting
Current License: CC BY-SA 3.0
6 events
when toggle format | what | by | license | comment | |
---|---|---|---|---|---|
Apr 13, 2015 at 21:37 | comment | added | Fatma Elshinawy | i think u can use stochvol package with R programm also winbugs is useful | |
S Mar 2, 2015 at 10:50 | history | edited | Sven Hohenstein | CC BY-SA 3.0 |
added tag "r" & added few chars in the body
|
S Mar 2, 2015 at 10:50 | history | suggested | Learner | CC BY-SA 3.0 |
added tag "r" & added few chars in the body
|
Mar 2, 2015 at 10:44 | review | Suggested edits | |||
S Mar 2, 2015 at 10:50 | |||||
Feb 26, 2015 at 20:57 | comment | added | Richard Hardy | Perhaps the simplest would be an ARIMA model with price as the dependent variable and volume and brokers as exogenous regressors. But stock prices and other financials are notoriously difficult to forecast... | |
Feb 26, 2015 at 20:38 | history | asked | Panchacookie | CC BY-SA 3.0 |