Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

Details Optimization of Financial Instrument Parcels in Stochastic Wavelet Model Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

2010-07-30

arxiv.org/abs/1007.5413v1

Economy

Quantitative Finance

Statistical Finance

9 pages, 3 figures, 2 tables

Scientific paper

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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