Estimating and Predicting Financial Series by Entropy-Based Inferential Model

Estimating and Predicting Financial Series by Entropy-Based Inferential Model

© 2018, Springer International Publishing AG, part of Springer Nature. In this study, the non-parametric Inferential Model or IM with the entropy-based random set has been proposed for the investigation of financial data in the two statistical domains i.e. estimation and prediction. The samples from...

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Main Authors: Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Subjects:
Computer Science
Mathematics
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043980484&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58575
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-585752018-09-05T04:33:28Z Estimating and Predicting Financial Series by Entropy-Based Inferential Model Tanarat Rattanadamrongaksorn Duangthip Sirikanchanarak Jirakom Sirisrisakulchai Songsak Sriboonchitta Computer Science Mathematics © 2018, Springer International Publishing AG, part of Springer Nature. In this study, the non-parametric Inferential Model or IM with the entropy-based random set has been proposed for the investigation of financial data in the two statistical domains i.e. estimation and prediction. The samples from five financial markets were chosen for representing the different types of financial assets to make a conclusion about this new framework. We found that the Inferential Model performed equally well compared with the traditional method but was more robust so that it might be more appropriate for some specific uses. 2018-09-05T04:26:25Z 2018-09-05T04:26:25Z 2018-01-01 Book Series 16113349 03029743 2-s2.0-85043980484 10.1007/978-3-319-75429-1_28 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043980484&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58575
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
Mathematics
spellingShingle Computer Science
Mathematics
Tanarat Rattanadamrongaksorn
Duangthip Sirikanchanarak
Jirakom Sirisrisakulchai
Songsak Sriboonchitta
Estimating and Predicting Financial Series by Entropy-Based Inferential Model
description © 2018, Springer International Publishing AG, part of Springer Nature. In this study, the non-parametric Inferential Model or IM with the entropy-based random set has been proposed for the investigation of financial data in the two statistical domains i.e. estimation and prediction. The samples from five financial markets were chosen for representing the different types of financial assets to make a conclusion about this new framework. We found that the Inferential Model performed equally well compared with the traditional method but was more robust so that it might be more appropriate for some specific uses.
format Book Series
author Tanarat Rattanadamrongaksorn
Duangthip Sirikanchanarak
Jirakom Sirisrisakulchai
Songsak Sriboonchitta
author_facet Tanarat Rattanadamrongaksorn
Duangthip Sirikanchanarak
Jirakom Sirisrisakulchai
Songsak Sriboonchitta
author_sort Tanarat Rattanadamrongaksorn
title Estimating and Predicting Financial Series by Entropy-Based Inferential Model
title_short Estimating and Predicting Financial Series by Entropy-Based Inferential Model
title_full Estimating and Predicting Financial Series by Entropy-Based Inferential Model
title_fullStr Estimating and Predicting Financial Series by Entropy-Based Inferential Model
title_full_unstemmed Estimating and Predicting Financial Series by Entropy-Based Inferential Model
title_sort estimating and predicting financial series by entropy-based inferential model
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043980484&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58575
_version_ 1681425091063185408

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