Abstract:

The possibility of shaping the finanacial assets’s behaviour for obtaiting forecasts with a high degree of accuracy with respect to the future rates of return represents a continous and ongoing effort for the investment and academic area. The goal of this paper is to consider forecasting the fluctuations of the security titles, starting from the hypothesis that those are influenced by past values; of course, this is not a complete approach, as in every moment the amount of data that an investor may posses is much richer than the amount of historical rates of return, but it represents a starting point for modelling the behaviour of financial assets.