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Program Systems: Theory and Applications, 2011, Volume 2, Issue 5, Pages 73–82 (Mi ps61)  
Optimization Methods and Control Theory

Manipulating models of purchase/sale flows on the security market

Al. A. Akhremenkov, A. M. Tsirlin

Program Systems Institute of RAS, Pereslavl'-Zalesskii, Yaroslavskaya obl.
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Abstract: Models of manipulating of purchase and sale flows on the security market which are not required price forecasting are considered in the article. The algorithms are being compared on real data.
Key words and phrases: manipulating models, trading strategy, security market, feed-back systems, smoothing filter.
Document Type: Article
UDC: 519.86
Language: Russian
Citation: Al. A. Akhremenkov, A. M. Tsirlin, “Manipulating models of purchase/sale flows on the security market”, Program Systems: Theory and Applications, 2:5 (2011), 73–82
Citation in format AMSBIB
\Bibitem{AkhTsi11}
\by Al.~A.~Akhremenkov, A.~M.~Tsirlin
\paper Manipulating models of purchase/sale flows on the security market
\jour Program Systems: Theory and Applications
\yr 2011
\vol 2
\issue 5
\pages 73--82
\mathnet{http://mi.mathnet.ru/ps61}
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