2022
DOI: 10.3390/en15010366
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Modeling Multivalued Dynamic Series of Financial Indexes on the Basis of Minimax Approximation

Abstract: In this article, the problem of modeling a time series using the Minimax method is considered. The expediency of using Minimax to identify points of change in trends and the range of changes in the graphical figures of technical analysis is justified. Spline approximation of the dynamic process with range constraints was performed to improve the quality of the model. Investors are advised to refrain from making hasty decisions in favor of holding reliable shares (such as PJSC Novatek shares), rather than selli… Show more

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Cited by 3 publications
(3 citation statements)
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“…Assessment of the risks of rating instability (volatility). Chebyshev interpolation is used to construct corrective volatility estimates for three periods; with an increase in the number of periods, it will be necessary to apply an approximation according to the Chebyshev problem with a possible restriction [40].…”
Section: Methodsmentioning
confidence: 99%
“…Assessment of the risks of rating instability (volatility). Chebyshev interpolation is used to construct corrective volatility estimates for three periods; with an increase in the number of periods, it will be necessary to apply an approximation according to the Chebyshev problem with a possible restriction [40].…”
Section: Methodsmentioning
confidence: 99%
“…Интегральные рейтинги можно построить по простой процедуре: найти ранги показателей и вычислить среднее, но авторы предлагают учесть весовые коэффициенты для средних с учетом приоритета показателей [14,15,16].…”
Section: Introductionunclassified
“…Являясь одной из основных задач инвестиционного анализа, отраслевая сбалансированность должна учитывать основные параметры компа-ний, размер оборота, прибыль, рост [3,7,8]. Поскольку нефтегаз и электроэнергетика являются фундаментом развития всего промышленного комплекса страны, от развития новых технологий электроэнергетики и нефтегаза будет зависеть возможность усиления темпов развития всех других отраслей и благополучие граждан России [9,10,11].…”
Section: Introductionunclassified