Dynamic Modeling of Stock Market Trading Patterns

摘要

The behavior of the stock market participants is investigated from the system point of view. The approach employs combination of methods of artificial neural network, namely, the associative memory models, and methods of dynamic systems. Theunderlying principles of modeling approach are investigated and a basic mathematical model of dynamics of trading patterns is proposed. The discussion of the included results of computer experiments with the illustrative example reveals the strongholds of the approach as well as weak points to be developed further.