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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. стр. 297-301 7514596.

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Harvard

Sokolov, RI & Abdullin, RR 2016, New model of deterministic and stochastic components of asset price change function. в 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings., 7514596, Institute of Electrical and Electronics Engineers Inc., стр. 297-301, 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016, New Delhi, Индия, 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. в 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings (стр. 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. в 2016 International Conference on Computational Techniques in Information and Communication Technologies, ICCTICT 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2016. стр. 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. стр. 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