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Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

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  • A. M. Avdeenko

Abstract

To define oscillatory movements of securities market, we put in the non-local extension of Ito- equation for wavelet-images of random processes. It is proposed an algorithm of creation of evolutionary equation and a model of prediction of the most probable price movement path. It is carried out experimental validation of findings.

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  • A. M. Avdeenko, 2010. "Optimization of Financial Instrument Parcels in Stochastic Wavelet Model," Papers 1007.5413, arXiv.org.
    • Handle: RePEc:arx:papers:1007.5413
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