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JOURNALS // Nechetkie Sistemy i Myagkie Vychisleniya // Archive

Nechetkie Sistemy i Myagkie Vychisleniya, 2020 Volume 15, Issue 2, Pages 83–95 (Mi fssc72)

This article is cited in 3 papers

A new method of applying multi-valued dependencies

D. A. Molodtsova, A. V. Osinb

a Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
b Moscow Technical University of Communications and Informatics, Moscow

Abstract: The paper proposes a method for constructing multi-valued dependencies based on a comparison of dependencies for the current value of the arguments. A detailed description of all the algorithms is given. The effectiveness of the method is demonstrated by forecasting some financial indices.

Keywords: multi-valued dependencies, portfolio approach in forecasting.

UDC: 519.7

Received: 24.06.2020
Revised: 13.07.2020

DOI: 10.26456/fssc72



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© Steklov Math. Inst. of RAS, 2024