The new computational schemes for time series change-point risk estimation and their usage in the foreign exchange market trading
Викладач:
Предмет:
Рік видання:
2016
Автор:
O. Lutsenko, O. Baybuz
Спеціалізація:
121 Інженерія програмного забезпечення (спеціаліст)
121 Інженерія програмного забезпечення (магістр)
Опис:
The computational schemes of change-point risk functions for the time series of foreign exchange market quotations has been proposed. The way of using the proposed computational schemes in financial trading has been described. The simulation models of trading systems has been built to determine the impact of proposed schemes on the trading process efficiency. The simulation on the history of market quotations has been conducted.
