On autoregressive moving-average models as a tool of virtual stock-exchange: experimental investigation
J Mockus, J Katina, I Katin - Lietuvos matematikos rinkinys. Ser. A, 2012 - epublications.vu.lt
Abstract [eng] The objective of this work is to investigate experimentally the well-known
autoregressive models as simplest algorithms simulating prediction processes of the …
autoregressive models as simplest algorithms simulating prediction processes of the …
[PDF][PDF] ON STOCHASTIC SIMULATION OF STOCK-EXCHANGE
J Mockus, I Katin, J Katina - Proceedings. Vilnius, 2012 - researchgate.net
A simple Stock Exchange Game Model (SEGM) was introduced in (Mockus, 2003) to
simulate the behaviour of several stockholders using fixed buying-selling margins at fixed …
simulate the behaviour of several stockholders using fixed buying-selling margins at fixed …