A5049153850- Stock Market Forecasting Methods
- Complex Systems and Time Series Analysis
- Financial Markets and Investment Strategies
- Economic theories and models
- Global Energy Security and Policy
- Food Waste Reduction and Sustainability
- Renewable energy and sustainable power systems
- Russia and Soviet political economy
- Sustainable Development and Environmental Policy
- Simulation Techniques and Applications
- Advanced Research in Science and Engineering
- Smart Grid Security and Resilience
- Network Security and Intrusion Detection
- Advanced Data Processing Techniques
- Financial Risk and Volatility Modeling
- Cybersecurity and Information Systems
- Neural Networks and Applications
- Advanced Queuing Theory Analysis
Vilnius University
2012-2023
Vilnius Gediminas Technical University
2023
Acceleration of scientific and technical progress, speeding up technological changes, IT process globalisation integration OT processes invoked new challenges in preparing cyber strategies.Issues with adapting strategy for a particular specificity, region specific cyber-attacks are not applicable.Therefore, natural need arises to adjust the future cyber-attacks.It should be noted that vast majority organisations still possess has been developed correlation cyber-attacks.A part organisations,...
The paper discusses the issue of improving management system energy complex sustainable development at territorial level from perspective ensuring security.It proposes models electric power and heat supply systems that allow taking into account current trends expanding use market mechanisms to manage production ensure a balance interests subjects various organizational levels.Based on multidimensional statistical analysis for selected groups Russian regions, it gives recommendations choosing...
Our paper focuses on the threats to global development and sustainable economic of a country that might include economic, political, human development, as well issues problems.Sustainable serve tool for fostering country's prosperity helping it overcome various stem from its geolocation, situation, natural resources, many other internal external factors all play their decisive roles.The uses case study United States an example vulnerable plethora threats.It analyzes most crucial one by...
The optimal financial investment (Portfolio) problem was investigated by leading organizations and scientists. Nobel prizes were awarded for the Modern Portfolio Theory (MPT) further developments. aim of these works to define diversification assets depending on acceptable risk level. In contrast, objective this work is provide a flexible, easily adaptable model virtual markets designed needs individual users in context utility theory. optimize strategies. This new element proposed simulation...
The structure of this work in the field queuing theory consists two stages. first stage presents Little’s Law Multiphase Systems (MSs). To obtain result, Strong Large Numbers (SLLN)-type theorems for most important MS probability characteristics (i.e., queue length jobs and virtual waiting time a job) are proven. next is to verify result obtained stage.
In this paper, the updated model USEGM simulating stock exchange is investigated. The includes transaction costs to reflect reality better. To represent users that prefer linear utility functions, adds new models which minimize absolute prediction errors traditional ones minimizing square deviations. However, main objective of not forecasting, but simulation financial time series are affected by predictions participants. has been compared with actual series.
The objective of this work is to investigate experimentally the well-known autoregressive models as simplest algorithms simulating prediction processes stockholders using historical stock rates only. “virtual” exchange which applies these can help in testing various assumptions investor behavior. To represent users that prefer linear utility functions, moving-average model (ARMA-ABS(p, q)), minimizing absolute values errors regarded, addition traditional ARMA(p, q) minimize least square...
Darbo tikslas yra įvertinti įvairias investavimo strategijas pagal jų pelningumą realiose ir virtualiose fi nansų rinkose. Darbe aprašytas atnaujintas rinkos modelis, analizuojami eksperimentinių skaičiavimų rezultatai. On the experimental investigation of investment strategies in real and virtual nancial marketsJonas Mockus, Igor Katin, Joana Katina SummaryThe optimal (Portfolio) problem was investigated by leading organizations scientists. The aim these works to defi ne diversifi cation...
A simple Stock Exchange Game Model (SEGM) was introduced in (Mockus, 2003) to simulate the behaviour of several stockholders using fixed buying-selling margins at bank yield. In 2010, 2012; Mockus and Raudys, 2010), theoretical description updated model USEGM presented illustrated by results experimental investigation obtained software developed for early version SEGM. The new elements is evaluation transaction costs addition minimizer absolute residuals representing risk-neutral users....