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Publication

KIAM Preprint № 32, Moscow, 2001
Authors: Zabotnev M.S.
Investment Process Dynamics:Analysis and Prediction.
Abstract:
The work is devoted to the problem of price motion prediction on the stock market. An interaction of a big number of people involved in the investment process is considered from the chaos and self-organization theory point of view. The method of short-term predictions building is developed based on nonlinear and neuro-science conceptions. A detailed analysis of practical results gained on operation testing of the prediction system on the Russian stock market allows to make a conclusions about adaptability of investigating method and also planning main prospects of this method development.
Publication language: russian
Research direction:
Mathematical modelling in actual problems of science and technics
Russian source text: