Stochastic process, based on North-East Volatility Wind Effect
Description of the evolution of the volatility of the stochastic process. Behavior of stock market indices. Carry out an analysis of the "Wind Volatility Effect to the North-East". Evolution of the transformed logarithmic sinusoidal wave in time.
Подобные документы
The impact of futures indexes introduction on the volatility and market efficiency of the underlying assets. Investigation of the hedging of the futures. Relationship between the real estate U.S. futures index and American, European and Australian.
дипломная работа, добавлен 29.11.2015The predicting unobserved station-level demand for bicycles using both data mining techniques and stochastic modelling. Development of public bike-sharing systems, stochastic modelling of bicycle-sharing systems. Realization of peak detection heuristic.
курсовая работа, добавлен 28.08.2018Ideas of vanguard investigators about applying probability models and applications (stochastic processes and inference, distributions and characterizations, Bayesian inference, selection methods, regression methods) in health and economic research.
книга, добавлен 25.11.2013Factor analysis is an analysis of influence of separate factors (reasons) on the resulting indicator by using deterministic or stochastic techniques of research. It allows you to explore the functional relationship between the general resulting indicator.
статья, добавлен 10.05.2023Discusses the possibility of modelling individual factors determining inflation, using intelligent technology based on decision tree and matrix convolution. Constructed of the simplified model of the "manufacturers demand to profitability level".
статья, добавлен 25.09.2016Сonsidered and characteristic the process of evolution and prospects of mathematical methods and models in economic research. The prospects of the synergetic direction as a basic direction in modern economic and mathematical modeling are revealed.
статья, добавлен 24.10.2022Identification of substantial changes in autocorrelation of BRICs’ stock markets index returns after experiencing these failures of financial systems in Russia, Brazil and Chinese. Testing for structural breaks in an ARMA-GARCH-model on the crisis dates.
статья, добавлен 28.01.2017Cyclically adjusted price-earnings ratio - one of the most valuable insights for a better measure of publicly held company's long-term financial performance. The forecasting model which based on the method to test predictors of the equity premium.
дипломная работа, добавлен 01.12.2019The mathematical model of free market of three goods in the conditions of supply lag in the interval of discrete time with market parameters, demand vector and initial conditions is considered. The dynamics of allowable profit of the seller is obtained.
статья, добавлен 07.08.2022The problem of studying the relationship of economic indicators in economic analysis. Construction of an econometric model of the ratio of the exchange rate of tenge to the ruble and the possibility of using it to forecast real economic processes.
статья, добавлен 23.06.2020The econometric models of goods export from Ukraine and the import to Ukraine in general, their seasonal and trend components are considered. The forecast of investigated indices for III and IV quarters of 2013 is made based on these constructed models.
статья, добавлен 28.09.2016The method of linear programming (simplex method) as the method of systematic improvement and quality management, in particular the formation of grinding compounds, and the use of the resulting models to predict, control and optimize the process.
статья, добавлен 28.09.2016The impact of globalization and the expansion of international trade in the LDCs. The definitions of the mechanism by which these factors lead to a weakening of LDC institutions with a low level of technology, which can not absorb the advanced technology.
дипломная работа, добавлен 30.08.2016Анализ моделирования бизнес-процессов и их роль в деятельности предприятия, в организации работы на рабочем месте. ARIS Express, Bizagi Process Modeler, ELMA BPM, ALLFusion Process Modeler и Erwin, Business Studio как наиболее популярные CASE-средства.
статья, добавлен 19.12.2017Research a number of econometric models of the relationships between regional macroeconomic indicators of the labour market of Ukrainian economy. Evaluation of the developed models, the degree of influence factors, statistical analysis of the results.
статья, добавлен 14.08.2016Building the continuous linear model of international trade based on the theory of probabilistic processes. Analysis of commodity-money flows between the parties to the Treaty under the given rules of the contractual relationship continuously in time.
статья, добавлен 26.06.2016Mathematical model of effect of non-compliance with the prevention of HIV among a heterogeneous population based on known model by Kimbir et al. The effectiveness of a condom use and implications of non-compliance with a population of preventive measures.
статья, добавлен 20.05.2017The significance of these results is the possibility of increasing the accuracy of the forecast of exchange rates on the Internet market by using advanced mathematical apparatus, based on the set of factors affecting the fluctuations of exchange rates.
статья, добавлен 30.07.2016Policy countries in a situation of migration of skilled labour and opportunities for social optimum achievement. Development of a model showing the interaction between the countries in the game, where public policies impact on the socio-economic balance.
доклад, добавлен 30.08.2016Study of the growth of fullerenes and carbon nanotubes from small clusters. Choice of interatomic potential as a key factor in molecular dynamics modeling. Fullerene assembly from graphite fragments. Structure evolution of reaction the materials.
статья, добавлен 28.10.2018Justification of the importance of financial analysis of enterprises in the modern market economy. Estimating of the current financial condition of the enterprise using the constructed fuzzy model that implements Mamdani's fuzzy inference method.
статья, добавлен 14.09.2016Questions modeling wood figures. Construction of models under extreme conditions. Processes of heat transfer in extreme mode. Growth, heat and wave processes, diffusion. Normed spaces and lots of variety. Transformations generated by model numbers tree.
лекция, добавлен 10.02.2014The likelihood ratio test is a test used to compare the fit of two models, one of which is a special case of the other. The test is based on the likelihood ratio, which expresses how many times more likely the data are under one model than the other.
статья, добавлен 10.09.2012Presentation of two-step recommendation model based on Contrast Analysis and Matrix Factorization techniques which mutually complement each other. Providing brief overview of different Matrix Factorization approaches. Founding Influence search algorithm.
статья, добавлен 21.03.2016The models for calculating the number of buses of different types depending on the variable passenger time and a specified interval of vehicles. The analysis of the influence of the speed of vehicles on the total costs of motor transport enterprises.
статья, добавлен 26.06.2016