Matches in SemOpenAlex for { <https://semopenalex.org/work/W3015016369> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W3015016369 endingPage "223" @default.
- W3015016369 startingPage "200" @default.
- W3015016369 abstract "Over the last century a variety of methods have been used for forecasting financial time data series with different results. This article explains why most of them failed to provide reasonable results based on fractal theory using one day tick data series from the foreign exchange market. Forecasting AMAPE errors and forecasting accuracy ratios were calculated for statistical and machine learning methods for currency time series which were divided into sub-segments according to Hurst ratio. This research proves that the forecasting error decreases and the forecasting accuracy increases for all of the forecasting methods when the Hurt ratio increases. The approach which was used in the article can be successfully applied to time series forecasting by indicating periods with the optimal values of the Hurst exponent." @default.
- W3015016369 created "2020-04-10" @default.
- W3015016369 creator A5064545775 @default.
- W3015016369 date "2019-01-30" @default.
- W3015016369 modified "2023-10-04" @default.
- W3015016369 title "The use of the Hurst exponent to investigate the quality of forecasting methods of ultra-high-frequency data of exchange rates" @default.
- W3015016369 cites W2009128817 @default.
- W3015016369 cites W2040395995 @default.
- W3015016369 cites W2057182962 @default.
- W3015016369 cites W2075628905 @default.
- W3015016369 cites W2080887613 @default.
- W3015016369 cites W2093135704 @default.
- W3015016369 cites W2108712612 @default.
- W3015016369 cites W2130180922 @default.
- W3015016369 cites W2142218983 @default.
- W3015016369 cites W2160439741 @default.
- W3015016369 cites W2169155768 @default.
- W3015016369 cites W2341760625 @default.
- W3015016369 cites W2795805775 @default.
- W3015016369 cites W3124009593 @default.
- W3015016369 cites W3125185139 @default.
- W3015016369 cites W4231546411 @default.
- W3015016369 cites W4300336601 @default.
- W3015016369 doi "https://doi.org/10.5604/01.3001.0014.0536" @default.
- W3015016369 hasPublicationYear "2019" @default.
- W3015016369 type Work @default.
- W3015016369 sameAs 3015016369 @default.
- W3015016369 citedByCount "0" @default.
- W3015016369 crossrefType "journal-article" @default.
- W3015016369 hasAuthorship W3015016369A5064545775 @default.
- W3015016369 hasBestOaLocation W30150163691 @default.
- W3015016369 hasConcept C10138342 @default.
- W3015016369 hasConcept C105795698 @default.
- W3015016369 hasConcept C141121606 @default.
- W3015016369 hasConcept C143724316 @default.
- W3015016369 hasConcept C149782125 @default.
- W3015016369 hasConcept C151406439 @default.
- W3015016369 hasConcept C151730666 @default.
- W3015016369 hasConcept C162324750 @default.
- W3015016369 hasConcept C2776988154 @default.
- W3015016369 hasConcept C33923547 @default.
- W3015016369 hasConcept C41008148 @default.
- W3015016369 hasConcept C536366893 @default.
- W3015016369 hasConcept C556758197 @default.
- W3015016369 hasConcept C86803240 @default.
- W3015016369 hasConcept C96835011 @default.
- W3015016369 hasConceptScore W3015016369C10138342 @default.
- W3015016369 hasConceptScore W3015016369C105795698 @default.
- W3015016369 hasConceptScore W3015016369C141121606 @default.
- W3015016369 hasConceptScore W3015016369C143724316 @default.
- W3015016369 hasConceptScore W3015016369C149782125 @default.
- W3015016369 hasConceptScore W3015016369C151406439 @default.
- W3015016369 hasConceptScore W3015016369C151730666 @default.
- W3015016369 hasConceptScore W3015016369C162324750 @default.
- W3015016369 hasConceptScore W3015016369C2776988154 @default.
- W3015016369 hasConceptScore W3015016369C33923547 @default.
- W3015016369 hasConceptScore W3015016369C41008148 @default.
- W3015016369 hasConceptScore W3015016369C536366893 @default.
- W3015016369 hasConceptScore W3015016369C556758197 @default.
- W3015016369 hasConceptScore W3015016369C86803240 @default.
- W3015016369 hasConceptScore W3015016369C96835011 @default.
- W3015016369 hasIssue "2" @default.
- W3015016369 hasLocation W30150163691 @default.
- W3015016369 hasOpenAccess W3015016369 @default.
- W3015016369 hasPrimaryLocation W30150163691 @default.
- W3015016369 hasRelatedWork W2014951943 @default.
- W3015016369 hasRelatedWork W22594615 @default.
- W3015016369 hasRelatedWork W2287802596 @default.
- W3015016369 hasRelatedWork W2295888343 @default.
- W3015016369 hasRelatedWork W2469338325 @default.
- W3015016369 hasRelatedWork W2949563423 @default.
- W3015016369 hasRelatedWork W2995227017 @default.
- W3015016369 hasRelatedWork W3117699626 @default.
- W3015016369 hasRelatedWork W3121726557 @default.
- W3015016369 hasRelatedWork W3148714942 @default.
- W3015016369 hasVolume "65" @default.
- W3015016369 isParatext "false" @default.
- W3015016369 isRetracted "false" @default.
- W3015016369 magId "3015016369" @default.
- W3015016369 workType "article" @default.