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JOURNALS // Informatics and Automation // Archive

Tr. SPIIRAN, 2011 Issue 16, Pages 206–230 (Mi trspy418)

Trade situation analysis. Uncertainty Genesis and Some Approaches to Estimation Algorithms Synthesis

I. A. Barlasov, A. A. Musaeva

a St. Petersburg Institute for Informatics and Automation of RAS

Abstract: Article has scientifically-methodical character and is devoted the formalized statement of the situation analysis problem in the trade markets in interests of effective trading operations carrying out. The major factors defining the highest level uncertainty at financial markets state estimation formation are presented. The basic efficiency criteria of the situation analysis from the system theory point of view are considered. The traditional approach to the market state analysis on the basis statistical system synthesis is considered. The construction of statistically steady algorithms basic methods for trading situations estimation is represented.

Keywords: system statistical synthesis, situation analysis, efficiency criteria, system theory.

UDC: 62-501.12

Received: 17.01.2011



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