Stock Market Decision-Making Model Based on Spline Approximation Using Minimax Criterion

Author:

Vygodchikova I. Yu.ORCID,Gusyatnikov V. N.ORCID,Chernyshova G. Yu.ORCID

Publisher

Springer Singapore

Reference8 articles.

1. Peresetsky, A.A.: What drives the Russian stock market: world market and political shocks. Int. J. Comput. Econ. Econometr. 4(1/2), 82–95 (2014). https://doi.org/10.1504/IJCEE.2014.060288

2. Sidorov, S.P., Revutskiy, A.S., Faizliev, A.P., Korobov, E.A., Balash, V.A.: Garch model with jumps: testing the impact of news intensity on stock volatility. In: Lecture Notes in Engineering and Computer Science. World Congress on Engineering, WCE 2014, pp. 110–115

3. Demyanov, V.F., Malozemov, V.N.: Optimality conditions in terms of alternance: two approaches. J. Optim. Theory Appl. 162(3), 805–820 (2014). https://doi.org/10.1007/s10957-013-0472-8

4. Demyanov, V.F., Tamasyan, GSh: Direct methods in the parametric moving boundary variational problem. Numer. Func. Anal. Opt. 35(7–9), 932–961 (2014). https://doi.org/10.1080/01630563.2014.922097

5. Uzdenova, F.M.: Spline-prediction of behavior regional entrepreneur in Russian economic realities. Sovremennye problem nauki i obrazovaniya [Modern problems of science and education] 1, 281–288 (2013). (in Russian)

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1. Analysis of investment risks at stock market based on minimax criterion;Управление финансовыми рисками;2020

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