MANAGEMENT OF SECURITIES PURCHASE-SALE WITHIN THE FRAMEWORK OF A DIFFERENTIAL GAME

Malyukov V. Malyukova I. Kabylbekova V. Brzhanov R. Rzaieva S. Kharchenko O. Palaguta K. Mirko N.
15 July 2023 Little Lion Scientific

Journal of Theoretical and Applied Information Technology
2023 #101 Issue 13 5240 - 5248 pp.

The game model of a continuous process of trading operations with securities (SEC) is considered. It was shown that the controllability of this process can be described from the point of view of the game approach. It allows one to explore and recommend to players a constructive strategy for managing the purchase and sale of securities. The proposed solution is valid for situations of buying and selling securities in the area of both bullish and bearish trends. Moreover, in both situations, the possible worst actions of counterparty players are taken into account. The model proposed in the paper is distinguished by its use of the potential of a bilinear differential quality game with several terminal surfaces, unlike similar solutions in this subject area. In the course of research, an analytical solution has been obtained for a bilinear differential quality game with dependent motions. The article also presents the results of a computational experiment. Theoretical calculations were confirmed by the data of a computational experiment, during which different options for the ratio of parameters that describe the continuous process of trading operations with the securities have been taken into account.

Buying , Differential Game , Game Model , Securities , Selling , Strategy

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National University of Life and Environmental Sciences of Ukraine, Kyiv, Ukraine
Rating agency Expert-rating, Kyiv, Ukraine
Yessenov University, Aktau, Kazakhstan
State National University of Trade and Economics, Kyiv, Ukraine

National University of Life and Environmental Sciences of Ukraine
Rating agency Expert-rating
Yessenov University
State National University of Trade and Economics

10 лет помогаем публиковать статьи Международный издатель

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