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Abstract: To define oscillatory movements of securities market, we put in the non-localextension of Ito- equation for wavelet-images of random processes. It isproposed an algorithm of creation of evolutionary equation and a model ofprediction of the most probable price movement path. It is carried outexperimental validation of findings.



Autor: A. M. Avdeenko

Fuente: https://arxiv.org/







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