Using adaptive regressions for analysis of server time parameters this goal, we used an approach of dynamic adaptive
regression modeling (DARM-approach), represented
Forecasting the enterprise tax base through regression of one-dimensional time series and
regression models with dummy variables to account for additive and
multiplicative seasonality. On a sample
Statistics and econometrics from the point of view methodology mathematics technologies (EXCEL, Mathematica) are discussed. The example of 2 variants of
linear (4-factor)
multiple Interval forecast of financial indicators of a company value based on a regression on principal components and investors. This proves the need for using econometric
models to measure quantitative economic interrelations
UK FINANCIAL DERIVATIVES MARKET.
Models of
multiple regression of the dynamics of the quarterly nominal ruble exchange rate were
Using machine learning algorithms to develop a web application for predicting prices on the stock market in the financial sector. The article discusses the possibility of using
linear regression models when developing a
Statistics and econometrics from the point of view methodology mathematics technologies (EXCEL, Mathematica) are discussed. The example of 2 variants of
linear (4-factor)
multiple Statistical methods for estimating quartiles of scientific conferences of the study, the
linear regression model confirmed the correctness of the quartiles exposed for 77