The market is a controlled dynamic system. - page 118

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avtomat:

.

Is that correct?

That's correct. You can also write down the original form of the AND function:




And(t, t, n) =
 
yosuf:
Only in AND replace G(n+1) with G(n), the rest is correct.


Stop.

I = H + P

Right?

 
avtomat:


Stop.

I = H + P

Right?

That post is correct, I've already corrected it. Delete post of 19:38
 
yosuf:
This entry is correct, I have already corrected it.


Good.

Now let's check the calculation of the parameters --- #

What values did you get? And the intermediate values as well.

 
avtomat:

Let's reconcile. Where's the mistake?

Right away - error: k=3, not k=4, because we only have 3 price increments. Correct it and let's see.
 
yosuf:
On the fly - error: k=3, not k=4, because we have only 3 price increments. Correct it, and we'll see.


And the others -- S1,S2,.......?
 
 
Actual price Price calculation
1,32570 1,3257
1,32870 1,3276845
1,33110 1,3328519
1,34200 1,3402197
5,32750 5,326456

via

functions
n τ


2,954197002 0,577292852
H and P





S1 S2 S3 S4 S5 S6 S7 S8
4,5 8,75 0,62860866 2,5523509 -16,360422 -23,250483 1,4844437 -2,56

 
The amounts match, why you have negative values, find out.
 
yosuf:

This is correct. You can also write down the original form of the AND function:




AND(t, t, n) =


INVOLVED !!!

For arbitrary values of n and tau we see:

1...111112113114115116117118119120121122123124125...551
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