Associative memory approach to modeling stock market trading patterns
The proposed research intends to use the ideas of stochastic Theory of Social Imitation (W. Weidlich, E. Calen and D. Shapiro, T. Vaga ), and of the associative memory approach to modeling the dynamical structure of polarization relationships (S. Levkov and A. Makarenko) for modeling the stock marke...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Ukrainian |
| Published: |
Igor Sikorsky Kyiv Polytechnic Institute
2018-03-01
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| Series: | Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï |
| Online Access: | http://journal.iasa.kpi.ua/article/view/127327 |
| _version_ | 1811243151840509952 |
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| author | A. Makarenko V. Levkov V. Solia |
| author_facet | A. Makarenko V. Levkov V. Solia |
| author_sort | A. Makarenko |
| collection | DOAJ |
| description | The proposed research intends to use the ideas of stochastic Theory of Social Imitation (W. Weidlich, E. Calen and D. Shapiro, T. Vaga ), and of the associative memory approach to modeling the dynamical structure of polarization relationships (S. Levkov and A. Makarenko) for modeling the stock market trading patterns. The method potentially will allow us to forecast the offer and demand dynamics of a particular security, and lead to modeling of the assets price behavior. Our approach is based on the attempt to utilize the principles of certain classes of neural networks to reveal and model the underlying structure of the real dynamical process. Also the models with internal structure of brokers are considered and results of computer experiments are discussed. |
| first_indexed | 2024-04-12T14:02:30Z |
| format | Article |
| id | doaj.art-cd20cb7e830e4ae99af9939f3e2da1f1 |
| institution | Directory Open Access Journal |
| issn | 1681-6048 2308-8893 |
| language | Ukrainian |
| last_indexed | 2024-04-12T14:02:30Z |
| publishDate | 2018-03-01 |
| publisher | Igor Sikorsky Kyiv Polytechnic Institute |
| record_format | Article |
| series | Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï |
| spelling | doaj.art-cd20cb7e830e4ae99af9939f3e2da1f12022-12-22T03:30:10ZukrIgor Sikorsky Kyiv Polytechnic InstituteSistemnì Doslìdženâ ta Informacìjnì Tehnologìï1681-60482308-88932018-03-014Associative memory approach to modeling stock market trading patternsA. MakarenkoV. LevkovV. SoliaThe proposed research intends to use the ideas of stochastic Theory of Social Imitation (W. Weidlich, E. Calen and D. Shapiro, T. Vaga ), and of the associative memory approach to modeling the dynamical structure of polarization relationships (S. Levkov and A. Makarenko) for modeling the stock market trading patterns. The method potentially will allow us to forecast the offer and demand dynamics of a particular security, and lead to modeling of the assets price behavior. Our approach is based on the attempt to utilize the principles of certain classes of neural networks to reveal and model the underlying structure of the real dynamical process. Also the models with internal structure of brokers are considered and results of computer experiments are discussed.http://journal.iasa.kpi.ua/article/view/127327 |
| spellingShingle | A. Makarenko V. Levkov V. Solia Associative memory approach to modeling stock market trading patterns Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï |
| title | Associative memory approach to modeling stock market trading patterns |
| title_full | Associative memory approach to modeling stock market trading patterns |
| title_fullStr | Associative memory approach to modeling stock market trading patterns |
| title_full_unstemmed | Associative memory approach to modeling stock market trading patterns |
| title_short | Associative memory approach to modeling stock market trading patterns |
| title_sort | associative memory approach to modeling stock market trading patterns |
| url | http://journal.iasa.kpi.ua/article/view/127327 |
| work_keys_str_mv | AT amakarenko associativememoryapproachtomodelingstockmarkettradingpatterns AT vlevkov associativememoryapproachtomodelingstockmarkettradingpatterns AT vsolia associativememoryapproachtomodelingstockmarkettradingpatterns |