Linear and Non-linear time series analysis: forecasting financial markets
Time series analyses in financial area have been attract some special attention in the recent years. The stock markets are examples of systems with a complex behaviour and, sometimes, forecasting a financial time series can be a hard task. In this thesis we compare linear against non-linear models,...
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| Format: | masterThesis |
| Language: | eng |
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2009
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| Online Access: | http://hdl.handle.net/10071/1375 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/1375 |