Research topic58 readings
Time series and forecasting
Time series and forecasting within quantitative-models.
FieldQuantitative models1156 readingsThe registry
Entries in this field
The archive58 readings
Readings on this topic
2005Embedding forex prices into a singular-spectrum forecast basis2006A linear-regression next-bar forecast needs a searchable cutoff2007Confirming a price trend with regression slope and r-squared2008Constructing singular-spectrum forecast baselines2010Treat a market as a transfer device before completing a price path2012Build a weekly analog as a dated forecast object2014ARIMA earnings forecasts versus the announcement-window price reaction2015Constructing next-session implied-volatility forecasts by reordering closes2015Evaluating next-session intermarket range forecasts2019Pair-trade layer construction versus average-spread management