Keywords: napovedovanje cen delnic, Brownovo gibanje, ARIMA model, ARIMA metodologija, simulacija, slučajni hodPublished in RUP: 15.10.2015; Views: 3603; Downloads: 37 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: 3142; Downloads: 24 Link to full text