Keywords: napovedovanje cen delnic, Brownovo gibanje, ARIMA model, ARIMA metodologija, simulacija, slučajni hodPublished in RUP: 15.10.2015; Views: 3805; Downloads: 39 Link to full text
Keywords: Kalmanov filter, Kalmanov filter v financah, napovedovanje cene, Brownovo gibanje, geometrijsko Brownovo gibanje, spot cenaPublished in RUP: 15.10.2015; Views: 3356; Downloads: 25 Link to full text