Optimization of Financial Instrument Parcels in Stochastic Wavelet Model
arXiv:1007.5413
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.
arXiv comment9 pages, 3 figures, 2 tables