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Sep 2026

Revisiting Dynamical System-Based Financial Forecasting: The Role of Smoothing Methods

This study examines the role of causal smoothing in dynamical system-based financial forecasting by integrating an asymmetric backward Savitzky-Golay (SG) filter into the new Price Reversion Model (nPRM) and comparing it with conventional moving-average preprocessing on the S&P 500 index. Despite the theoretical advant...

Tsung-Jui-Chiang Lin, Yong-Shiuan Lee, T. Shieh · 0 citations

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