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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stock Market Modeling and Forecasting: A System Adaptation Approach

Stock Market Modeling and Forecasting: A System Adaptation Approach

Zheng, Xiaolian
Chen, Ben M.

Paperback

Series: Lecture Notes in Control and Information Sciences, Book 442

Investing & FinanceTechnology & EngineeringGeneral Mathematics

ISBN10: 1447151542
ISBN13: 9781447151548
Publisher: Springer Pg
Published: Apr 23 2013
Pages: 161
Weight: 0.60
Height: 0.40 Width: 6.00 Depth: 9.00
Language: English
Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent.

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