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arXiv · 1007.5413

Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

A. M. Avdeenko
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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.

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BibTeXRIS

A. M. Avdeenko. 2010-07-30. Optimization of Financial Instrument Parcels in Stochastic Wavelet Model. https://arxiv.org/abs/1007.5413

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