Showing 1 - 4 of 4
<title>Abstract</title> In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward‐looking behaviour is driven by the reinforcement‐learning algorithm combined with some evolutionary selection mechanism. We use the model for the analysis of market...
Persistent link: https://www.econbiz.de/10010971667
<title>Abstract</title> The main task of this paper is to examine a short term trend trading strategy in futures market based on chart pattern recognition, time series and computational analysis. Specifications of historical data for technical analysis and equations for futures profitability calculations...
Persistent link: https://www.econbiz.de/10010971423
<title>Abstract</title>The paper analyses the possibilities of optimal government (national) debt management, trying to maximize the made-up net value for the debtor with the help of funds borrowed by the government. The integral portfolio of debtor assets and debt service liabilities, based on the borrowed...
Persistent link: https://www.econbiz.de/10010971564
<title>Abstract</title> There are two principal problems arising for marketing management: first—the increase of marketing ability to use effectively its resources, and second—to inventory the risks influencing marketing activity in order to develop their management strategy. Considering exceptional...
Persistent link: https://www.econbiz.de/10010971624