Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/291845| Title: | Analysis of chaotic process forecast effectiveness based on terminal indicators of management quality |
| Authors: | Musaev, A. A. Grigoriev, D. A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 131-136. |
| Abstract: | This article is dedicated to analyzing the effectiveness of chaotic process forecasting techniques based on terminal indicators of management quality in the conditions of dynamic chaos, which is typical at electronic capital markets. We show the fundamental difference between trading asset observation series and probabilistic descriptions of traditional models based on the statistical paradigm. We consider an additive model with a chaotic systemic component and non-stationary noise, which describes the aforementioned observation series most adequately. Furthermore, we study the efficiency of conventional statistical solutions in the conditions of chaotic non-determinism |
| URI: | https://elib.bsu.by/handle/123456789/291845 |
| ISBN: | 978-985-881-420-5 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 131-136.pdf | 437,12 kB | Adobe PDF | View/Open |
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