2025-02-24T01:26:21-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-108466%22&qt=morelikethis&rows=5
2025-02-24T01:26:21-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-108466%22&qt=morelikethis&rows=5
2025-02-24T01:26:21-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-24T01:26:21-05:00 DEBUG: Deserialized SOLR response
Ймовірнісне прогнозування процесів ціноутворення на фондових ринках
Two types of mathematical models are proposed to forecast processes of stock price forming. The probabilistic model in the form of the dynamic Bayesian network and the autoregressive model mutually supplement each other, which improves the quality of trading decision making. Also, a model is propose...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Ukrainian |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2009
|
| Online Access: | http://journal.iasa.kpi.ua/article/view/108466 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|