基于统计模型和机器学习模型的金融时间序列预测Financial Time Series Forecasting Based on Statistical Models and Machine Learning Models
臧 双, 孙德山
应用数学进展Vol.14 No.4, 全文下载: PDF XML DOI:10.12677/aam.2025.144185, April 21 2025
基于Vine Copula的上证股指行业板块风险度量The Risk Measurement of Shanghai Securities Industry Sectors Based on Vine Copula
梁丽芳, 张浩敏, 蒋晓艺 国家自然科学基金支持
统计学与应用Vol.7 No.4, 全文下载: PDF HTML XML DOI:10.12677/SA.2018.74045, August 10 2018
基于Pair Copula和GARCH(1,1)模型的股市研究Research of Stock Market Based on Pair Copula and GARCH(1,1) Model
张 雯, 何 坤
理论数学Vol.9 No.2, 全文下载: PDF HTML XML DOI:10.12677/PM.2019.92016, January 29 2019
SHIBOR时序数据分析：基于Levy过程模型Analyzing of SHIBOR Time Series: Based on Levy Process Models
文慧君
金融Vol.8 No.6, 全文下载: PDF HTML XML DOI:10.12677/FIN.2018.86030, November 13 2018
基于时间序列算法的资金流入流出预测模型比较分析Comparative Analysis of Capital Inflow and Outflow Prediction Models Based on Time Series Algorithm
汪恺旻, 张 燕
金融Vol.12 No.3, 全文下载: PDF HTML XML DOI:10.12677/FIN.2022.123027, May 27 2022
基于时间序列模型对中国银行股价的预测分析Prediction and Analysis of Bank of China Stock Price Based on Time Series Models
王 浩
电子商务评论Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/ecl.2024.132392, May 31 2024