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...

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Bibliographische Detailangaben
Datum:2009
Hauptverfasser: Bidiuk, P. I., Fedorov, A. V.
Format: Artikel
Sprache:Ukrainisch
Veröffentlicht: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2009
Online Zugang:http://journal.iasa.kpi.ua/article/view/108466
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Назва журналу:System research and information technologies

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System research and information technologies