Adaptive models of multitrend processes and capital asset price forecast

  • Valeriy Vladimirovich Davnis Voronezh State University
  • Viktoria Ivanovna Tinyakova Voronezh State University

Abstract

The model with multilevel structure of adaptive mechanism is suggested capital asset price forecast. This model is provided with a property according to which signals of feedback may not only become stronger or weaker, but be perceived with opposite sign. Thanks to this property it's possible to predict a turn of short-term trend which increase a practical value of suggested model.

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Published
2006-06-30
How to Cite
Davnis, V. V., & Tinyakova, V. I. (2006). Adaptive models of multitrend processes and capital asset price forecast. Proceedings of Voronezh State University. Series: Economics and Management, (1), 143-147. Retrieved from https://journals.vsu.ru/econ/article/view/10084