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Mixed-stable modelling of large sets of high-frequency financial data

dc.contributor.authorBelovas, Igoris
dc.contributor.authorStarikovičius, Vadimas
dc.date.accessioned2023-09-18T16:56:29Z
dc.date.available2023-09-18T16:56:29Z
dc.date.issued2017
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/118350
dc.formatPDF
dc.format.extentp. 5
dc.format.mediumtekstas / txt
dc.language.isoeng
dc.source.urihttp://inga.vgtu.lt/~art/konf/abstracts_2017.pdf
dc.subjectFM03 - Fizinių, technologinių ir ekonominių procesų matematiniai modeliai ir metodai / Mathematical models and methods of physical, technological and economic processes
dc.titleMixed-stable modelling of large sets of high-frequency financial data
dc.typeKonferencijos pranešimo santrauka / Conference presentation abstract
dcterms.references3
dc.type.pubtypeT2 - Konferencijos pranešimo tezės / Conference presentation abstract
dc.contributor.institutionVilniaus Gedimino technikos universitetas Vilniaus universitetas
dc.contributor.institutionVilniaus Gedimino technikos universitetas
dc.contributor.facultyFundamentinių mokslų fakultetas / Faculty of Fundamental Sciences
dc.contributor.departmentTaikomosios informatikos institutas / Institute of Applied Computer Science
dc.subject.researchfieldN 001 - Matematika / Mathematics
dc.subject.researchfieldN 009 - Informatika / Computer science
dc.subject.researchfieldT 007 - Informatikos inžinerija / Informatics engineering
dc.subject.ltspecializationsL106 - Transportas, logistika ir informacinės ir ryšių technologijos (IRT) / Transport, logistic and information and communication technologies
dc.subject.enMixed-stable model
dc.subject.enHigh-frequency financial data
dc.subject.enGerman DAX
dcterms.sourcetitleMathematical Modelling and Analysis [MMA2017] : 22nd international conference, May 30-June 2, 2017, Druskininkai, Lithuania : abstracts
dc.publisher.nameTechnika
dc.publisher.cityVilnius
dc.identifier.elaba22943563


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