Анализ и математическое моделирование процесса изменения цен на примере акций ОАО "Газпром"

Bibliographic Details
Parent link:Перспективы развития фундаментальных наук.— 2015.— [С. 660-662]
Main Author: Бозняков Р. В.
Corporate Author: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики и математической физики (ВММФ)
Other Authors: Семенов М. Е. Михаил Евгеньевич (727)
Summary:Заглавие с экрана
In this paper, we investigate the time series, compiled on the basis of prices of Gazprom stock (GAZP). Data were taken at intervals of one day to one year. The resulting time series were tested for stationarity, and then constructed a model that describes theirs. This model has been tested for adequacy.
Language:Russian
Published: 2015
Series:Математика
Subjects:
Online Access:http://earchive.tpu.ru/handle/11683/18960
http://www.lib.tpu.ru/fulltext/c/2015/C21/207.pdf
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=613082
Description
Physical Description:1 файл(366 Кб)
Summary:Заглавие с экрана
In this paper, we investigate the time series, compiled on the basis of prices of Gazprom stock (GAZP). Data were taken at intervals of one day to one year. The resulting time series were tested for stationarity, and then constructed a model that describes theirs. This model has been tested for adequacy.