Digital Techniques Share Price Modeling based on a Time-varying Walrasian Equilibrium under Exchange Processes in the Financial Market

International Journal of Technology

Valentina Kravchenko¹  Oksana Kashina¹  Nadezhda Yashina¹  Nataliya Pronchatova-Rubtsova¹  Sergey Petrov²  Sergey Yashin³ 

[1] Department of Finance and Credit, The Institute of Economics and Entrepreneurship, Lobachevsky State University of Nizhny Novgorod, 23 Gagarin Ave, 603950, Nizhny Novgorod, Russia;Department of Financial Management, The Faculty of Economics, National Research University Higher School of Economics, 25/12 Bolshaya Pecherskaya St., 603155, Nizhny Novgorod, Russia;Department of Management and Public Administration, The Institute of Economics and Entrepreneurship, Lobachevsky State University of Nizhny Novgorod, 23 Gagarin Ave, 603950, Nizhny Novgorod, Russia;

关键词: capital asset pricing;    stock exchange;    stock prices;    trading algorithm;    walrasian equilibrium in the financial market;   

DOI  :  10.14716/ijtech.v12i7.5387

来源: DOAJ

【 授权许可】

Unknown