On management of self-financing portfolio with given dynamic properties strategies of given risk. The problem is solved using methods of constructing
system of
stochastic ON THE APPLICATION OF MANAGEMENT OF SELF- FINANCING PORTFOLIO WITH GIVEN DYNAMIC PROPERTIES strategies of given risk. These strategies have been received using methods of constructing
system Stochastization and analysis of the differential population model “two competitors-two areas of migration”. The issues of constructing deterministic and
stochastic models of the
dynamics of the number of interrelated
Dynamical Shannon entropy and information Tsallis entropy in complex systems of the
dynamic behaviour of complex
systems. On the basis of the unification of the known information approach
On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic PricingWe study the problem of measuring market risk of financial asset with
stochastic pricing. Market
Стохастизация и анализ популяционной модели "три конкурента-два ареала миграции" of
stochastization and the implementation of intelligent algorithms. A comparative analysis of trajectory
dynamics