Reutov O.А.

Optimal Decision-Making on Stabilization of Euro/Dollar Rate on the Basis of Mathematical Models with Multirate Sampling

The present paper describes development of the model structure of the euro/dollar with 2 lags members of input, 11 input factors with sampling 5 days or month and 2 controls with sampling 5 days. We choose the factors to take into account the theoretical material on the subject and to achieve the highest possible quality at such high rate sampling. 5 days sampling characterized by significant speculative fluctuations require frequent adjustment of the coefficient. At the second stage we synthesize the optimality criterion in the form of generalized variance.

Optimal Decision-Making on the Stabilization of Hryvnia/Dollars Course on the Basis of Mathematical Models with Multirate Sampling

The present paper describes the development of the model structure of the hryvnia/dollar in the ARMAX form. The model inputs are seven factors and one control, which are measured at different time intervals. This allows us considering the model with multirate sampling, where the output coordinate and control are measured every ten days, and the factors in their turn have three time rates: every ten days, monthly and quarterly. Based on this model, we propose and test the approach to the optimal decision based on the optimality decision-making in the form of the generalized variance.