Forecasting in Matlab
2 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Hi there, I hear MATLAB is very good for forecasting. Lets say we want to forecast a financial time series, what model would be appropriate?
If anyone has experience I would love to hear from them.
Thanks.
0 Commenti
Risposta accettata
Jan
il 10 Apr 2012
Of course there is no best forecasting for the next 1000 minutes based on the development of the last 10 years. If there is such a best method, thousands of brokers would use it and in consequence the price would be influenced systematically.
Therefore, with all respect to all researchers in the financial field, the most accurate forcasting is the current price and an exponentially growing area of insecurity.
Sorry for this dull and pessimistic opinion. If I had a more accurate (and this implies repeatability and reliablility also) solution for this problem, I'd apply it to earn billions of dollars in some weeks.
0 Commenti
Più risposte (1)
Sargondjani
il 10 Apr 2012
This depends on what you want... what is your input? what should your output be?? how sophisticated?
This is more a 'forecasting question', because I'm sure Matlab is flexible enough to handle all different forecasting types...
Vedere anche
Categorie
Scopri di più su Stochastic Differential Equation (SDE) Models in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!