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: | A. Makarenko, V. Levkov, V. Solia |
---|---|
Format: | Article |
Language: | Ukrainian |
Published: |
Igor Sikorsky Kyiv Polytechnic Institute
2018-03-01
|
Series: | Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï |
Online Access: | http://journal.iasa.kpi.ua/article/view/127327 |
Similar Items
-
Long memory In the Ukrainian stock market and financial crises
by: Caporale, Guglielmo Maria, et al.
Published: (2014) -
The Peculiarities of Spanish Stock Market and Trading Terminology
by: F. Yu. Sanginova, et al.
Published: (2021-09-01) -
Trading robots on the Stock market
Published: (2020-01-01) -
Deep Reinforcement Learning Approach for Trading Automation in the Stock Market
by: Taylan Kabbani, et al.
Published: (2022-01-01) -
Trading volume and stock market volatility: evidence from emerging stock markets
by: Guner Gursoy, et al.
Published: (2009-01-01)