Information Model for Pricing on Electronic Markets

被引：0

作者：

Sazheniuk, V. S. ^{[1
]}

Chornous, G. O. ^{[1
]}

Iarmolenko, Iu. A. ^{[1
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2020年 / 56卷 / 04期

关键词：

information; Cauchy problem; penalization method; difference scheme; information factor; pricing model; price forecasting;

D O I：

10.1007/s10559-020-00282-1

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

The research is focused on the development of an approach to modeling and forecasting market good prices based on information changes. The process is described by the first order differential equations, and the solution of a corresponding Cauchy problem made it possible to develop an information pricing model. The proposed method is shown to be useful both for predicting asset prices on the stock and currency exchanges and on commodity electronic markets. Data preparation stage before modeling is presented too.

引用

页码：655 / 664

页数：10

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[1] Information Model for Pricing on Electronic Markets
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