Journal of Automation and Information Sciences

ISSN for PRINT: 1064-2315

For Online Access

Best Paper Award Selection - Editorial Board Site

2008, Volume40

Issue 3

86 pages

DOI: 10.1615/JAutomatInfScien.v40.i3

Issue price - $257.00

Petr I. Bidyuk
Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute", Kiev, Ukraine

Andrey V. Fedorov
Institute of Applied System analysis of National Technical University of Ukraine "Kiev Polytechnical Institute", Kiev, Ukraine

Two types of mathematical models are proposed to forecast the process of stock price formation on gold. To ensure the insightful analysis of the nonstationary processes of this kind, the probabilistic dynamic Bayesian network is proposed. GMDH and autoregressive model that supplemented the probabilistic model improved the quality of decisions taken while stock exchange operations. The comparative analysis is performed and the best models are selected for the processes analyzed. The model for a short-term forecast of the conditional variance of the process is constructed.

DOI: 10.1615/JAutomatInfScien.v40.i3.60 Download article, 59-69 pages

Article price - $35.00

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