Моделирование проведения рыночных торгов на неэквидистантных временных рядах с подключением системы принятия решений
| Parent link: | Перспективы развития фундаментальных наук=Prospects of Fundamental Sciences Development: сборник научных трудов XIX Международной конференции студентов, аспирантов и молодых ученых, г. Томск, 26-29 апреля 2022 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; под ред. И. А. Курзиной, Г. А. Вороновой.— , 2022 Т. 3 : Математика.— 2022.— [С. 114-116] |
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| Summary: | Заглавие с экрана In this article, a simulator of trading in the market on non-equidistant time series was developed with the possibility of introducing additional metrics and a convenient graphical interface. The data for the received trades on simple decision systems was verified at each stage of model development by automated testing. The resulting speed of the model was maximized by converting stable time series into hash tables, which allows working with this model as fast as the decision system works. |
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2022
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| Online Access: | http://earchive.tpu.ru/handle/11683/72980 |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=634723 |