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Contemporary Mathematics and Its Applications, 2015, Volume 95, Pages 114–119 (Mi cma14)  
This article is cited in 10 scientific papers (total in 10 papers)

On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market

I. V. Tregub

Financial University under the Government of the Russian Federation, Moscow
Full-text PDF (143 kB) Citations (10)
Abstract: The work is devoted to the study of the dynamics of prices of exchange instruments using the random walk model and stable distributions with infinite variance of price changes. This allows one to significantly improve the predictive quality of the simulation model.
English version:
Journal of Mathematical Sciences, 2016, Volume 216, Issue 5, Pages 716–721
DOI: https://doi.org/10.1007/s10958-016-2933-8
Document Type: Article
UDC: 519.246
Language: Russian
Citation: I. V. Tregub, “On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market”, Contemporary Mathematics and Its Applications, 95 (2015), 114–119; Journal of Mathematical Sciences, 216:5 (2016), 716–721
Citation in format AMSBIB
\Bibitem{Tre15}
\by I.~V.~Tregub
\paper On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market
\jour Contemporary Mathematics and Its Applications
\yr 2015
\vol 95
\pages 114--119
\mathnet{http://mi.mathnet.ru/cma14}
\transl
\jour Journal of Mathematical Sciences
\yr 2016
\vol 216
\issue 5
\pages 716--721
\crossref{https://doi.org/10.1007/s10958-016-2933-8}
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    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Contemporary Mathematics and Its Applications Contemporary Mathematics and Its Applications
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