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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2005, Volume 8, Number 2, Pages 101–108 (Mi sjvm213)  
This article is cited in 4 scientific papers (total in 4 papers)

Investigation of probability characteristics for a particular trade algorithm

S. S. Artem'eva, A. E. Korsunb, M. A. Yakunina

a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
b Ob-Invest
Full-text PDF (182 kB) Citations (4)
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Abstract: We investigate probability characteristics of a random sequence which forms the total profitability for the trade algorithm based on a simple model of a price series. In the case of the model of a price series with a Gaussian distribution of profitabilities, the formulas for calculation of some probability characteristics are obtained.
Key words: trade algorithm, profitability, probability density.
Received: 15.07.2004
Bibliographic databases:
UDC: 519.24+519.86
Language: Russian
Citation: S. S. Artem'ev, A. E. Korsun, M. A. Yakunin, “Investigation of probability characteristics for a particular trade algorithm”, Sib. Zh. Vychisl. Mat., 8:2 (2005), 101–108
Citation in format AMSBIB
\Bibitem{ArtKorYak05}
\by S.~S.~Artem'ev, A.~E.~Korsun, M.~A.~Yakunin
\paper Investigation of probability characteristics for a~particular trade algorithm
\jour Sib. Zh. Vychisl. Mat.
\yr 2005
\vol 8
\issue 2
\pages 101--108
\mathnet{http://mi.mathnet.ru/sjvm213}
\zmath{https://zbmath.org/?q=an:1112.91321}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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