Research on stock price prediction and trading model using evolutionary computation has been done in recent years. As we know, prediction in the stock market is quite difficult for a number of reasons. First, the ultimate goal of our research is not to minimize the prediction error, but to maximize the profits. Second, the weak relationships among variables tend to be nonlinear, and they may ho...

– We investigate the correlation properties of transaction data from the New York Stock Exchange. The trading activity fi(t) of each stock i displays a crossover from weaker to stronger correlations at time scales 60− 390 minutes. In both regimes, the Hurst exponent H depends logarithmically on the liquidity of the stock, measured by the mean traded value per minute. All multiscaling exponents ...

The article studies the activities of yeast industry enterprises in world markets. given characteristics production and its systematization. Highlighting producers products, as well largest producing various types Ukraine. Using method collecting processing data, an analysis international markets was carried out. Ukrainian companies their presence are considered more detail. leaders market char...

The cement industry, as a high energy-consuming has been included in the carbon emissions trading system (ETS) context of neutrality goals. Benchmark allocation quotas may have significant impact on companies. To study this impact, we constructed dynamics (SD) model for company with three subsystems “demand and production”, “economic efficiency”, “carbon emission trading” based competitiveness ...