Марковские цепи в инверсии валютного курса и фондового индекса.
Abstract
В статье определяются свойства Марковских цепей как метода векторного прогнозирования, оптимизации и вариационного исчисления инверсии валютного курса и фондового индекса (степень процентной инверсии исследуемых данных в текущем периоде по отношению к прошлому периоду, их абсолютные и относительные показатели к прошлому периоду, номер состояния к каждому из периодов). Ключевые слова: инверсия, валютный курс, фондовый индекс, Марковские цепи. = The article defines the properties of Markov chains as a method of vector prediction, optimization and variational calculus inversion of the exchange rate and stock index (degree of interest inversion study data in the current period compared to the previous one, their absolute and relative to the previous period, number of state to each period). Keywords: inversion, exchange rate, stock index, Markov chain.References
Авдокушин, Е.Ф. Международные экономические отношения / Е.Ф. Авдокушин. – М.: Юрист, 2001. – 304 с.
Андреев, В.Н. Эти замечательные цепи / В.Н. Андреев. – М.: Знание, 1987. – 190 с.
Ван Кампен, Н.Г. Стохастические процессы в физике и химии / Н.Г Ван Кампен.– М.: Огни, 2000. – 789 c.
Гродзенский, С. Я. Андрей Андреевич Марков / С.Я. Гродзенский. – М.: Наука, 1987.
Математическая энциклопедия : гл. ред. И.М. Виноградов. Т. 3 Коо–Од–М.: Советская энциклопедия; 1982.–1184стб., ил.
Энциклопедический словарь Брокгауза и Ефрона: В 86 томах (82 т. и 4 доп.). – СПб., 1890–1907. http://ru.wikisource.org/wiki/
Гмурман, В.Е. Теория вероятностей и математическая статистика / В.Е. Гмурман.– М.: Высшая школа, 2008. – 478 с.
Новости и аналитика рынка валют Forex / Форекс, фондовых и сырьевых рынков на [Электронный ресурс] Информационный ресурс компании Pro Finance Service, Inc на рынке Форекс. – М.: c 1995 – 2011. – Режим доступа: http://www.forexpf.ru/currency_usd.asp свободный.
Центральный банк Российской Федерации [Электронный ресурс] Информационно аналитический ресурс Банка России. – М.: ЦБ, 2000–2012. – Режим доступа : http://www.cbr.ru свободный.
Московская биржа [Электронный ресурс] Информационно аналитический ресурс Московской биржи. – М.: ММВБ, 2011–2013. – Режим доступа : http://www.micex.ru свободный.
Downloads
How to Cite
Issue
Section
License
he author provides the Editorial Board of the journal for the entire duration of the exclusive rights to the Work the following rights:
1. the right to reproduce the Work (publication, publication, duplication, duplication or other reproduction of the Work) without restriction of copies. In addition, each copy of the Work must contain the name of the author of the Work;
2. the right to distribute the Work in any way;
3. the right to be included in the composite work;
4. the right to be communicated to the public;
5. the use of metadata (title, name of the author (copyright holder), annotations, bibliographic materials, etc.) of the Works by distributing and making available to the public, processing and systematization, as well as inclusion in various databases and information systems.
6. the right to transfer, on a contractual basis, the rights partially or fully obtained under this contract to third parties without payment to the Author of remuneration.
The author transfers the rights to the Editorial Board under this Agreement on the basis of a non-exclusive license.
The editorial staff is obliged to observe the copyrights provided for by the current legislation, the rights of the Author, as well as to protect them and take all possible measures to prevent copyright infringement by third parties.
The territory in which the use of rights to the Works is allowed is not limited.
The author also provides the Editorial Board with the right to store and process the following personal data with no time limit:
• Full Name;
• Date of Birth;
• education information;
• information about the place of work and position;
• information on the availability of published works of literature, science and art.
Personal data are provided for their storage and processing in various databases and information systems, their inclusion in analytical and statistical reporting, the creation of reasonable interrelationships of objects of science, literature and art with personal data, etc.
The editorial board has the right to transfer the specified data for processing and storage to third parties, subject to notification of such a fact with the provision of information about a third party (name and address) to the Author.
The withdrawal of consent to the storage and processing of personal data is made by the Author by sending a written notice to the Editorial Board.
The author and the Editorial Board of the journal bear, according to the current legislation of the Republic of Belarus, property and other legal responsibility for non-fulfillment or improper fulfillment of their obligations.
The Party that improperly performed or did not fulfill its obligations is obliged to indemnify the losses incurred by the other Party, including lost profits.
All disputes and disagreements of the Parties arising from the terms of this Agreement shall be settled by negotiation, and if they fail, the indicated disputes shall be settled in court in accordance with the current legislation of the Republic of Belarus.
The termination of this agreement is possible at any time by mutual consent of the Parties, with the obligatory signing of the relevant agreement by the Parties.
Termination of this agreement unilaterally is possible in cases stipulated by the current legislation, or by a court decision.
In all that is not provided by this agreement, the Parties are guided by the norms of the current legislation of the Republic of Belarus.
