Підхід на основі асоціативної пам’яті до моделювання фондової біржі

The proposed research intends to use the ideas of stochastic Theory of Social Imitation (W. Weidlich, E. Calen and D. Shapiro, T. Vaga ), and of the associative memory approach to modeling the dynamical structure of polarization relationships (S. Levkov and A. Makarenko) for modeling the stock marke...

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Datum:2018
Hauptverfasser: Makarenko, A., Levkov, V., Solia, V.
Format: Artikel
Sprache:Englisch
Veröffentlicht: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2018
Online Zugang:http://journal.iasa.kpi.ua/article/view/127327
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Назва журналу:System research and information technologies

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System research and information technologies
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Zusammenfassung:The proposed research intends to use the ideas of stochastic Theory of Social Imitation (W. Weidlich, E. Calen and D. Shapiro, T. Vaga ), and of the associative memory approach to modeling the dynamical structure of polarization relationships (S. Levkov and A. Makarenko) for modeling the stock market trading patterns. The method potentially will allow us to forecast the offer and demand dynamics of a particular security, and lead to modeling of the assets price behavior. Our approach is based on the attempt to utilize the principles of certain classes of neural networks to reveal and model the underlying structure of the real dynamical process. Also the models with internal structure of brokers are considered and results of computer experiments are discussed.