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Estimating the Probability of Falling Share Price Below the Minimum Level
P. 142–144.
Sergei L. Semakov
A technology is proposed for estimating the probability that a share price will fall below the minimum level. The exact expression is obtained for the required probability under the assumption that the behavior of the share price is described by the well-known model of Samuelson, according to which the relative change in price is the sum of the non-random trend and the Wiener process. The obtained result is qualitatively analyzed for various relations of the problem parameters.
Kuksin S., Shirikyan A., Journal of Dynamics and Differential Equations 2026 P. 1098–1100
The paper deals with the problem of large-time behaviour of trajectories for discrete-time dynamical systems driven by a random noise. Assuming that the phase space is finite-dimensional and compact, and the noise is a Markov process with a transition probability satisfying some regularity hypotheses, we prove that all the trajectories converge to a unique measure ...
Added: October 1, 2026
IEEE, 2026.
It is with great pleasure that we welcome all the participants of the 12th Conference on Control, Decision and Information Technologies (CoDIT 2026) at the Polytechnic University of Bari – Orabona Street 4, 70125 Bari, Italy, July 13-16, 2026. CoDIT has grown to become one of the largest conferences organized in Europe and in the ...
Added: August 24, 2026
IEEE, 2023.
The IEEE Conference on Decision and Control (CDC) is the flagship in the Control Systems Society's set of conferences. It is hosted by the IEEE Control Systems Society (CSS), in cooperation with the Society for Industrial and Applied Mathematics (SIAM), the Japanese Society for Instrument and Control Engineers (SICE), and the European Control Association (EUCA). ...
Added: August 9, 2025
IEEE, 2023.
It is with great pleasure that we welcome all the participants of the 9th Conference on Control, Decision and Information Technologies (CoDIT 2023) at the University of Rome La Sapienza, Facolta di lngegneria Civile e lndustriale, July 3-6, 2023. CoDIT, at its 9t h edit bn, is now an affirmed conference in t t-e field ...
Added: August 8, 2025
Sergei L. Semakov, , in: 2024 10th International Conference on Control, Decision and Information Technologies (CoDIT) (Malta, Valletta, July 01–04, 2024).: IEEE, 2024. P. 697–699.
A technology is proposed for estimating the probability that the share price will leave the established corridor by a given point in time. The exact expression is obtained for the required probability under the assumption that the behavior of the share price is described by the well-known model of Samuelson, according to which the relative ...
Added: August 4, 2025
IEEE, 2022.
This collection of scientific papers contains articles written based on reports given at the conference "4th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA)". This conference took place in Lipetsk (Russia) on November 9-11, 2022.
The articles cover a wide range of topics corresponding to the following topics:
I. Industrial Applied Mathematics and ...
Added: February 15, 2024
IEEE, 2023.
Added: February 14, 2024
Herrmann P., Yudina M., Уровень жизни населения регионов России 2021 Vol. 17 No. 3 P. 382–388
The following introduces the concept of overlife, not claiming that it is an entirely new idea, however suggesting that it is a suitable term to bring different problems of contemporary societal development together. Broadly speaking, overload is defined as simultaneously condensing patterns of life and the actual living, i.e. intensifying living by establishing patterns of ...
Added: April 18, 2023
Zyryanov S., Kalmykova Anastasia V., International Journal of Economics and Business Administration 2020 Vol. VIII No. 1S P. 84–91
Purpose: The purpose of this article is to clarify the "regulation" term meaning, to distinct between regulation and market, economic means of influence on social relations as well as the systematization of regulatory policy models implemented according to the legislation of the Russian Federation in comparison with models in other states, for example, the USA, ...
Added: October 4, 2021
Tyukhova E., Sizykh D., , in: 2019 Twefth International Conference "Management of large-scale system development" (MLSD).: IEEE, 2019. P. 1–3.
In the paper are presented research results on the application of cluster analysis for the formation of a securities portfolio. There are identified features of cluster analysis applicating various indicators characterizing shares: share prices, share prices movement, and various market multipliers of issuers. It is shown the application possibility of cluster analysis in the Robo-Advisors' ...
Added: October 24, 2019
Zutler I., / NRU Higher School of Economics. Series EC "Economics". 2013. No. WP BRP 33/EC/2013.
A number of experiments indicate probabilistic preferences in cases where no one alternative is absolutely optimal. The task of predicting the choice of one of the alternatives among multiple alternatives is then practically important and not trivial. It can occur in situations of choice under risk when no one lottery stochastically dominates others. For risky ...
Added: September 17, 2013