Scientific publications

А.А. Ковальчук.

Нетранзитивные наборы финансовых стратегий с постоянными уровнями

// Математическая Теория Игр и ее Приложения, т. 16, в. 2. 2024. C. 8-28

Alexey A. Kovalchuk. Intransitive sets of random variables, boundaries with markov moments // Mathematical game theory and applications. Vol 16. No 2. 2024. Pp. 8-28

Keywords: intransitivity, Doob’s stopping theorem, stock market

The work is devoted to studying the phenomenon of intransitivity of trading strategies with constant levels in the stock market. Using Doob’s stopping theorem, as well as basic concepts from probability theory, it was possible to derive accurate estimates of the strength of intransitivity for the case of strategies with constant levels.

Indexed at RSCI, RSCI (WS)

vol16_2_08_kovalchuk.pdf (910 Kb, total downloads: 54)

Last modified: July 10, 2024