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New model of deterministic and stochastic components of asset price change function. / Sokolov, Rostislav I.; Abdullin, Renat R.
2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2016. p. 297-301 7514596.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Harvard

Sokolov, RI & Abdullin, RR 2016, New model of deterministic and stochastic components of asset price change function. in 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings., 7514596, Institute of Electrical and Electronics Engineers Inc., pp. 297-301, 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016, New Delhi, India, 11/03/2016. https://doi.org/10.1109/ICCTICT.2016.7514596

APA

Sokolov, R. I., & Abdullin, R. R. (2016). New model of deterministic and stochastic components of asset price change function. In 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings (pp. 297-301). [7514596] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICCTICT.2016.7514596

Vancouver

Sokolov RI, Abdullin RR. New model of deterministic and stochastic components of asset price change function. In 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2016. p. 297-301. 7514596 doi: 10.1109/ICCTICT.2016.7514596

Author

Sokolov, Rostislav I. ; Abdullin, Renat R. / New model of deterministic and stochastic components of asset price change function. 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2016. pp. 297-301

BibTeX

@inproceedings{c0a5477b7fbf479aa57fe7e00b4759a7,
title = "New model of deterministic and stochastic components of asset price change function",
keywords = "asset price function, digital simulation, exponential moving average, Markov processes, nonlinear filtering, price dynamics model, stochastic and deterministic components, stochastic function processing",
author = "Sokolov, {Rostislav I.} and Abdullin, {Renat R.}",
year = "2016",
month = jul,
day = "15",
doi = "10.1109/ICCTICT.2016.7514596",
language = "English",
pages = "297--301",
booktitle = "2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
address = "United States",
note = "2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 ; Conference date: 11-03-2016 Through 13-03-2016",

}

RIS

TY - GEN

T1 - New model of deterministic and stochastic components of asset price change function

AU - Sokolov, Rostislav I.

AU - Abdullin, Renat R.

PY - 2016/7/15

Y1 - 2016/7/15

KW - asset price function

KW - digital simulation

KW - exponential moving average

KW - Markov processes

KW - nonlinear filtering

KW - price dynamics model

KW - stochastic and deterministic components

KW - stochastic function processing

UR - http://www.scopus.com/inward/record.url?scp=84980417082&partnerID=8YFLogxK

UR - https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=000389774600055

U2 - 10.1109/ICCTICT.2016.7514596

DO - 10.1109/ICCTICT.2016.7514596

M3 - Conference contribution

AN - SCOPUS:84980417082

SP - 297

EP - 301

BT - 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016

Y2 - 11 March 2016 through 13 March 2016

ER -

ID: 1055880