Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 8 (2005) no. 2, pp. 101-108
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S. S. Artem'ev; A. E. Korsun; M. A. Yakunin. Investigation of probability characteristics for a particular trade algorithm. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 8 (2005) no. 2, pp. 101-108. http://geodesic.mathdoc.fr/item/SJVM_2005_8_2_a1/
@article{SJVM_2005_8_2_a1,
author = {S. S. Artem'ev and A. E. Korsun and M. A. Yakunin},
title = {Investigation of probability characteristics for a~particular trade algorithm},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {101--108},
year = {2005},
volume = {8},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2005_8_2_a1/}
}
TY - JOUR
AU - S. S. Artem'ev
AU - A. E. Korsun
AU - M. A. Yakunin
TI - Investigation of probability characteristics for a particular trade algorithm
JO - Sibirskij žurnal vyčislitelʹnoj matematiki
PY - 2005
SP - 101
EP - 108
VL - 8
IS - 2
UR - http://geodesic.mathdoc.fr/item/SJVM_2005_8_2_a1/
LA - ru
ID - SJVM_2005_8_2_a1
ER -
%0 Journal Article
%A S. S. Artem'ev
%A A. E. Korsun
%A M. A. Yakunin
%T Investigation of probability characteristics for a particular trade algorithm
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 2005
%P 101-108
%V 8
%N 2
%U http://geodesic.mathdoc.fr/item/SJVM_2005_8_2_a1/
%G ru
%F SJVM_2005_8_2_a1
We investigate probability characteristics of a random sequence which forms the total profitability for the trade algorithm based on a simple model of a price series. In the case of the model of a price series with a Gaussian distribution of profitabilities, the formulas for calculation of some probability characteristics are obtained.
