R help - Mar 2002 - predicting financial time series

-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1

What are the best tools (models within R) for use in predicting stock
market trading values? Currently I'm using the smooth.spline but are there
any others used in practice?
Do I find the mathematical formulations of R-functions somewhere (I now I
could deduct it from the source code algorithms but ...)? Of the
smooth.spline() for example?
Thank you.

lukas

- -- 
Lukas Kubin
lukas.kubin at permonik.com
phone: 00420603836180
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.0.5 (GNU/Linux)
Comment: For info see http://www.gnupg.org

iD4DBQE8kini4TIZ2lmUAtsRAiZ0AJdcXg5x4tyP1+SqxTqIrOaAyI/SAJ4+kny4
u5Lf1ckbiiBquH12akn9IA==iDdg
-----END PGP SIGNATURE-----

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

On Fri, Mar 15, 2002 at 06:05:34PM +0100, Lukas Kubin
wrote:
> What are the best tools (models within R) for use in predicting stock
> market trading values? Currently I'm using the smooth.spline but are
there
Interesting question.  Suppose an answer exists.  Would someone post it here?

The classical Chicago School answer is of course that you can't forecast
stock market prices "at large" or "that easily", at least
not profitably
after transaction costs and once you adjusted for the risk level you have
are taking.  If you are a broker with minuscule transaction costs then maybe
you have something.  Then again, you don't really hear about successful
schemes for the obvious reasons.

Dirk

-- 
Good judgement comes from experience; experience comes from bad judgement. 
							    -- Fred Brooks
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._