Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

A. M. Avdeenko

Papers from arXiv.org

Abstract: To define oscillatory movements of securities market, we put in the non-local extension of Ito- equation for wavelet-images of random processes. It is proposed an algorithm of creation of evolutionary equation and a model of prediction of the most probable price movement path. It is carried out experimental validation of findings.

Date: 2010-07
New Economics Papers: this item is included in nep-ets and nep-ore
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/1007.5413 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1007.5413

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().