Volume 20, Issue 6

We consider a five-parameter stochastic model of financial instrument price and trade algorithms that use price smoothing by one or two moving averages. Parametric analysis of the profitability and risk of trade algorithms is performed.

Linear and nonlinear numerical models of local density perturbation dynamics are constructed in a stable stratified medium by using full Euler equations and Euler equations in the Oberbeck–Boussinesq approximation. Parametric calculations for the analysis of applicability of the numerical models are carried out for a number of density distributions of an undisturbed fluid. The effect of viscosity on the process of the generation and propagation of internal waves induced by local density perturbation in a pycnocline is estimated.

In this paper we propose an algorithm for modelling joint non-stationary meteorological time series on the basis of special transformation of Gaussian time series. This algorithm was realized for the time series of daily mean air temperature and daily precipitation totals for an annual interval. The results of numerical experiments on verification of the model are given.

In this paper we propose several ways of increasing the information capacity of data transmission based on the combination of the technologies of dispersion control, distributed amplification, spectral channel multiplexing, and optical regeneration of signals. The results of mathematical modelling can be used for upgrading existing lines and designing the next generation of trunk highspeed fiber-optic communication lines.