The market is a controlled dynamic system. - page 349
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Л. С. Pontryagin, To the theory of differential games, UMN, 1966, vol. 21, issue 4(130), 219-274
http://www.mathnet.ru/links/b4fbb31207f1bc42913b296fbb59f434/rm5903.pdf
Л. С. Pontryagin, Linear differential pursuit games, Matem. vol. 112(154), 1980, no. 3(7), 307-330
http://www.mathnet.ru/links/cd4f895ffd7246742511d2780a5fadc4/sm2728.pdf
So, citizens, how is the immersion in differential game theory going? What are your impressions? Do you already have simulation results?
Share your impressions.
This theory is very beautiful, powerful and deep. There are many publications on the subject, with varying levels of complexity of nuances and subtleties explored.
The simulation results on a simple model are very encouraging.
Z(t) process model: trend + oscillator.
The relay successfully tracks up and down sections.
.
.
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In real quotes it will not be as beautiful as in these model pictures. But experiments will show that.
Л. С. Pontryagin, Linear differential pursuit games, Matem. vol. 112(154), 1980, no. 3(7), 307-330
http://www.mathnet.ru/links/cd4f895ffd7246742511d2780a5fadc4/sm2728.pdf
If I understand the application of this theory to the market correctly, then price is a fleeing plane. What corresponds to a catching up plane - what is the price running away from?
If I understand the application of this theory to the market correctly, then price is a fleeing plane. What corresponds to a catching up plane - what is the price running away from?
No, it doesn't.
The control of both players (escaping and catching up) is the result of differential operators (each one different). Price acts as the generating function that sets the dynamics for the players.
.
There are still open questions about the coefficients of operators: their number, constraints, allowable values, ratios etc.
The result depends to a large extent on this:
1) correct operation of the relays at extrema;
2) lag;
3) advance.
No, it isn't.
The control of both players (both the escaping and the catching up) are differential operators (each has its own). Price is the generating function that sets the dynamics for the players.
.
There are still open questions about the coefficients of operators: their number, restrictions, ratios etc.
The result depends to a large extent on this:
1) correct operation of the relays at extremes;
2) lag;
3) leading edge.
and you get Fourier problems with edge effects again...
not an option
and you'll get Fourier again with edge-effect problems...
is not an option
so I'm just gonna put it out there
there will be a lot of sinusoids...
)
You're so fast... Just like Nastya...
Fourier has nothing to do with it...
(or is this your way of showing you're familiar with Fourier?)
You're so fast... Just like Nastya Shvydka...
Oleg, it's a good question - the odds
Can not find
An example ahead of the curve
.