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Autoregressive
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- Using past data or variable of interest to predict future values of the same variable.
- A term, adapted from time series models, that refers to a model that depends on previous states. see also: autoregressive network.
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Авторегрессионный, русский
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Auto-regressive (ar) process, английский
- A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an ar(p) process. when the current value is related to the previous two values, it is an ar(2) process. an ar(1)
- A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an ar(p) process. when the current value is related to the previous two values, it is an ar(2) process. an ar(1) process has an infinite memory.
Autoquote, английский
- Autoquote indicative prices are generated for many of the financial options contracts traded at liffe using standard mathematical models as derived by black and scholes and cox, ross, rubinstein. autoquote calculates prices for all series by processing va
- Autoquote indicative prices are generated for many of the financial options contracts traded at liffe using standard mathematical models as derived by black and scholes and cox, ross, rubinstein. autoquote calculates prices for all series by processing variables captured in real-time from other systems and trading members each time the underlying price changes. autoquotes indicate where a series may trade, given the current level of the underlying instrument.
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