Search academic texts

Information × Registration Number 0222U003772, 0120U100969 , R & D reports Title Simulation of financial process volatility popup.stage_title Head Demkivska Tetyana , Доктор технічних наук Registration Date 30-05-2022 Organization Kyiv National University of Technologies and Design popup.description2 Object of research - statistical (experimental) data that characterize the dynamics of the studied processes. The purpose of the work is to develop an information-analytical system for forecasting nonlinear nonstationary processes and to compare the effectiveness of methods for modeling and forecasting nonlinear nonstationary processes Research methods - statistical analysis of data, methods for estimating the structure and parameters of mathematical models and methods for estimating forecasts. Research results - the architecture and functional scheme of the information-analytical system are proposed. Models for forecasting time series are built. Based on the analysis of statistical characteristics of the constructed models, the models that can be used for forecasting are selected. Scientific novelty of GDR - the possibility of applying a systematic approach to the construction of information-analytical system for forecasting non-stationary processes based on autoregressive models of different orders is shown. The sequence of operations in the construction of models of this type is given. The models built as a result of this study provide a qualitative short-term forecast. Field of application - forecasting of financial and financial-economic processes. Significance of work and conclusions - the proposed methodology provides a model of acceptable adequacy, provided the completeness and informativeness of statistical data presented in time series. The developed information-analytical system proved the high accuracy of the obtained results. In the future, with the help of this information-analytical system, you can study other processes and make predictions about them. Product Description popup.authors Demkivska Tetiana I. Kalashnyk Valerii Yu Melnyk Hennadii V popup.nrat_date 2022-05-30 Close