Pirkimo-pardavimo slenkstis


Pirkimo slenkstis

\begin{eqnarray}z_i^{min}(t)=k_{buy}\ \Delta_i(t),\ k_{buy} > 1.
\end{eqnarray}


Pardavimo slenkstis

\begin{eqnarray}z_i^{max}(t)=k_{sell}\ \Delta_i(t),\ k_{sell} < 1.
\end{eqnarray}


Akciju skaicius pas klienta $i$ laiku $t$

\begin{eqnarray}N_i(t+1)&=&\nonumber \\ \cases {N_i(t), &if $z_i^{min}(t) \le z(...
...
N_i(t) -1, &if $z(t) \ge z_i^{max}(t)$.\nonumber\cr}
\nonumber
\end{eqnarray}




jonas mockus 2004-03-01