Abstract:In this paper, the authors conduct a comparative analysis of instrumental methods used in modeling stochastic processes, namely, component analysis of time series, fractal modeling and modeling using p-adic mathematics. As an object of study, the authors chose the dynamics of the MICEX index. At the first step of the work, the authors carry out a detailed component analysis of the time series, which made it possible to identify the main development trend in the form of a quadratic function; periodic fluctuatio… Show more
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