Since 2014
Estimating Financial Trends by Spline Fitting via Fisher Algoritm
Turkish Economic Review
View Archive Info| Field | Value | |
| Title |
Estimating Financial Trends by Spline Fitting via Fisher Algoritm
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| Creator |
BARAN, Mehmet; Marmara University, Turkey
SÖNMEZER, Sıtkı; Beykent University, Turkey UÇAR, Abdulvahid; Marmara University |
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| Description |
Trends have a crucial role in finance such as setting investment strategies and technical analysis. Determining trend changes in an optimal way is the main aim of this study. The model of this study improves the optimality by spline fitting to the equations to reduce the error terms. The results show that spline fitting is more efficient compared to line fitting by % and Fisher Method by %. This method may be used to determine regime switches as well.
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| Publisher |
Turkish Economic Review
Turkish Economic Review |
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| Contributor |
—
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| Date |
2015-03-18
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://www.kspjournals.org/index.php/TER/article/view/136
10.1453/ter.v2i1.136 |
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| Source |
Turkish Economic Review; Vol 2, No 1 (2015): March; 20-25
Turkish Economic Review; Vol 2, No 1 (2015): March; 20-25 2149-0414 |
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| Language |
eng
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| Relation |
http://www.kspjournals.org/index.php/TER/article/view/136/272
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| Rights |
Copyright (c) 2015 Turkish Economic Review
http://creativecommons.org/licenses/by-nc/4.0 |
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