Stochastic chaos: problems of modeling
Keywords:
stochastic chaos, electronic markets, price dynamics, system component, dynamic system, meta-system, statistical estimation, filteringAbstract
The problem of forming a system component of the observed random process reflecting significant changes in the state of the dynamic system is considered. It is shown that the quality criteria for the formation of a system component should be determined by the requirements of a hierarchically superior meta-system. At the same time, a new formulation of the estimation problem arises, leading to the need to build computational schemes that differ significantly from the known algorithms of statistical filtration.
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