Report of the exhaust working the master to subjects: «Establishment of correlation dependence between market rates and solar activity»
(work is positioned on stage of the development)
Introduction
The сondition to stability and stable economic development is a balance between public production and consumption, total demand and total offer. However in market economies condition balances is seasonly broken.
Recurrence is possible to define as moving the national economy from one of the balance to the other.
On recurrence economy affect not only economic factors, but also ensemble of the other factors, such, as the policy, psychology of the people, wars, as well as solar activity.
Statement of the problem
The object of the study is a change the stock index Dou-Dzhons with provision for influences upon it level of the solar activity.
The exchange index Dou-Dzhons was created for tracing the development industrial forming stock market. That is to say, this index shows the level to business activity society.
The study of the change the index Dou-Dzhons with provision for solar activity rests in reiterative facts of the mutual correspondence to (the synchronism) of the change to solar activity and fluctuations of the cost of the securities. Here applicable methods of the modern statistics and modern mathematicians - such as genetic algorithms, theory of the chaos and others.
It is offered following unceasing mathematical model to solar activity. It Is considered system of the stochastic differential equations, which describes solar activity:
,Given model enables to realize the forecast to solar activity on the grounds of the current given disregarding her(its) average importance. For forecast of the behaviour chosen economic factor by means of this models, possible change variable as follows: instead of xt to put(deliver) importances yt, but importances yt to change on zt, where zt will present itself forecasted values of the index Dou-Dzhons.
The stochastic variant to models Lotki-Voliterra is presented for speakers of the number two rival types.We consider that first forming - a factor to solar activity (the numbers Volfa),the second forming - a business activity society (the index of Dou-Dzhons).
We consider that solar activity influences upon business activity society, but activity society, in turn, does not influence upon activity Sun that is to say a1=0, k1 = 0, k2 = 0.
The problem is concluded in selection factor.
Задача заключается в подборе коэффициентов.
Literature
1)Kuznecov D.-"Numerical modeling of the stochastic differential equations and stochastic integral"
2)Filer Z.,Dreev A.- "Physical factors of the history process"-Kirovograd,2007
3)www.spaceweather.com
4)Vitinskyi U.- "Recurrence and forecasts to solar activity"-Л.: Наука,1973
5)Romanchuk P.- "Nature of solar activity"
6)Filer Z.,Braiko P.- "Forecasting of solar activity"-Kirovograd,1997
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