TUNING OF THE AUTOMATED SYSTEM FOR MAKING EXPERT  DECISIONS BASED ON GARCH-MODELS USAGE

Roman Kvyetnyy; Vladimir Kotsubinky; Lyudmila Kislitsa

TUNING OF THE AUTOMATED SYSTEM FOR MAKING EXPERT DECISIONS BASED ON GARCH-MODELS USAGE

Автор(и)

Roman Kvyetnyy Vinnytsia National Technical University
Vladimir Kotsubinky Vinnytsia National Technical University
Lyudmila Kislitsa Vinnytsia National Technical University

Ключові слова:

system, optimization, modeling, GARCH-methods, expert decision, financial market, profit, risk

Анотація

The given paper considers the technique of tuning at different time intervals the automated system for taking expert decisions at financial markets based on results forecast applying nonlinear GARCHmethods.

Біографії авторів

Roman Kvyetnyy, Vinnytsia National Technical University

Doctor of Science(Eng) , Professor, Head of Department of automation and measurement devices

Vladimir Kotsubinky, Vinnytsia National Technical University

Phd with the department of automatics and information – measuring devices

Lyudmila Kislitsa, Vinnytsia National Technical University

Assistant of the Department of automatic and measurement devices

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Опубліковано

2015-12-01

Як цитувати

[1]

R. Kvyetnyy, V. Kotsubinky, і L. Kislitsa, «TUNING OF THE AUTOMATED SYSTEM FOR MAKING EXPERT DECISIONS BASED ON GARCH-MODELS USAGE», Scientific Works of Vinnytsia National Technical University, вип. 1, Груд 2015.