Multivariate Local Polynomial Regression with Application to Shenzhen Component Index
This study attempts to characterize and predict stock index series in Shenzhen stock market using the concepts of multivariate local polynomial regression. Based on nonlinearity and chaos of the stock index time series, multivariate local polynomial prediction methods and univariate local polynomial...
Saved in:
Main Author: | Liyun Su |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2011-01-01
|
Series: | Discrete Dynamics in Nature and Society |
Online Access: | http://dx.doi.org/10.1155/2011/930958 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
MODIFICATION OF THE DECOMPOSITION METHOD OF CONSTRUCTING MULTIVARIATE POLYNOMIAL REGRESSION WHICH IS LINEAR WITH RESPECT TO UNKNOWN COEFFICIENTS
by: Alexander Pavlov, et al.
Published: (2024-12-01) -
Geographically Weighted Multivariate Logistic Regression Model and Its Application
by: M. Fathurahman, et al.
Published: (2020-01-01) -
Accessing the Power of Tests Based on Set-Indexed Partial Sums of Multivariate Regression Residuals
by: Wayan Somayasa
Published: (2018-01-01) -
Discriminant analysis of multivariate spatial regressions
by: Kęstutis Dučinskas, et al.
Published: (2001-12-01) -
Verifiably private outsourcing scheme for multivariate polynomial evaluation
by: Yan-li REN, et al.
Published: (2015-08-01)