Estimating Financial Trends by Spline Fitting via Fisher Algoritm
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How to Cite

BARAN, M., SÖNMEZER, S., & UÇAR, A. (2015). Estimating Financial Trends by Spline Fitting via Fisher Algoritm. Turkish Economic Review, 2(1), 20–25. https://doi.org/10.1453/ter.v2i1.136

Abstract

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.
https://doi.org/10.1453/ter.v2i1.136
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