Artificial intelligence

Scientific journal

ISSN 2710-1673

ONLINE: ISSN 2710-1681

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Синтез моделі оптимальної фільтрації сигналу для прийняття рішень на ринку цінних паперів на основі модуляції його корисності

Novikov M.1
1 Taganrog Institute of Management and Economics (TIUE)

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UDC: 005.311.6
Publication Language: Russian
Stuc. intelekt. 2011; 16(4):436-442

Abstract: Decision making on stock market in condition uncertainty will be based on using real information about stock market. Filtration useful information will be realized on base creation complex level of system of models. This system is coordinate by criteria of optimum nominal of useful: using model of Freedmen – Sawidge utilityand model of optimum of nominal. In this case decision making is realize with use information filter constructing on based these models. Comb-shaped filter is swish in System of models.Comb-shaped filter is using as coordination conformation of filtration processing from over of information stream. That filter is modulated by criteria of optimum of utility price nominal valueof stock.

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References:

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