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

Authors

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

Keywords:

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

Abstract

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.

Author Biographies

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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Abstract views: 171

Published

2015-12-01

How to Cite

[1]
R. Kvyetnyy, V. Kotsubinky, and L. Kislitsa, “TUNING OF THE AUTOMATED SYSTEM FOR MAKING EXPERT DECISIONS BASED ON GARCH-MODELS USAGE”, Scientific Works of Vinnytsia National Technical University, no. 1, Dec. 2015.

Issue

No. 1 (2009): 2009№1

Section

Research Results Application

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