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Browsing Кафедра інформатики та прикладної математики by Author "Saptsin, V."

Browsing Кафедра інформатики та прикладної математики by Author "Saptsin, V."

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  • Financial time series prediction with the technology of complex Markov chains 
    Соловйов, Володимир Миколайович; Saptsin, V.; Chabanenko, D. (Transport and Telecommunication Institute, 2010)
    In this research the technology of complex Markov chains, i.e. Markov chains with a memory is applied to forecast financial time-series. The main distinction of complex or high-order Markov chains [1] and simple first-order ...
  • Heisenberg uncertainty principle and economic analogues of basic physical quantities 
    Соловйов, Володимир Миколайович; Saptsin, V. (2011-11-10)
    From positions, attained by modern theoretical physics in understanding of the universe bases, the methodological and philosophical analysis of fundamental physical concepts and their formal and informal connections with ...
  • Heisenberg uncertainty principle and economic analogues of basic physical quantities 
    Соловйов, Володимир Миколайович; Saptsin, V. (Transport and Telecommunication Institute, 2011)
    From positions, attained by modern theoretical physics in understanding of the universe bases, the methodological and philosophical analysis of fundamental physical concepts and their formal and informal connections with ...
  • Markov chains applications to the financial-economic time series predictions 
    Соловйов, Володимир Миколайович; Saptsin, V.; Chabanenko, D. (Transport and Telecommunication Institute, 2011)
    In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of after-effect ...
  • Quantum econophysics – problems and new conceptions 
    Saptsin, V.; Соловйов, Володимир Миколайович; Stratychuk, I. (2012)
    This article is dedicated to the econophysical analysis of conceptual fundamentals and mathematical apparatus of classical physics, relativity theory, non-relativistic and relativistic quantum mechanics. The historical ...

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