ПРО ОДНУ МОДЕЛЬ ФІНАНСОВИХ ДАНИХ
The paper considers a model of nonstationary stochastic process of stock price forming that is presented as an additive functional of Wiener process. The trend and weighting function parameters were estimated for real time data series.
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| Date: | 2025 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
V.M. Glushkov Institute of Cybernetics of NAS of Ukraine
2025
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| Online Access: | https://jais.net.ua/index.php/files/article/view/587 |
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| Journal Title: | Problems of Control and Informatics |