Optimization of Financial Instrument Parcels in Stochastic Wavelet Model
Statistical Finance
2010-08-02 v1
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.
Keywords
Cite
@article{arxiv.1007.5413,
title = {Optimization of Financial Instrument Parcels in Stochastic Wavelet Model},
author = {A. M. Avdeenko},
journal= {arXiv preprint arXiv:1007.5413},
year = {2010}
}
Comments
9 pages, 3 figures, 2 tables