name
Kesiyan Grant Arutovich
Scholastic degree
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Academic rank
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Honorary rank
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Organization, job position
• Kuban State University
аспирант
Research interests
проектирование информационных систем, математические методы и модели в экономике, биржевой трейдинг
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Articles count: 2
Сформировать список работ, опубликованных в Научном журнале КубГАУ
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ANALYSIS OF METHODS OF GENERATION OF TIME SERIES WITH LONG-TERM CORRELATION STRUCTURE
01.00.00 Physical-mathematical sciences
Description
This article gives a comparative analysis of six modeling techniques of fractal differential noise, including: direct definition method, the method of Hosking, the method of Davis and Hart's, the circulant embedding method, Paxson method and method of spectral simulation. Furthermore, the algorithms are given for the analysis and the method of estimation of Hurst`s parameter is selected, this method is the main criterion of quality when comparing the above mentioned methods of fractal differential noise
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01.00.00 Physical-mathematical sciences
Description
In this article, we describe a modification of the design pattern of "Strategy", which informs customers about the different types of algorithms (strategies) without disclosing the features of their implementation, as well as allows you to control compliance with the algorithms and methods. In addition, the architecture of the algorithms and methods that use the above modification is described in details
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doc 192.328kb