Optimization of Financial Instrument Parcels in Stochastic Wavelet Model
AbstractTo 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.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1007.5413.
Date of creation: Jul 2010
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-06 (All new papers)
- NEP-ETS-2010-08-06 (Econometric Time Series)
- NEP-ORE-2010-08-06 (Operations Research)
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