The market is a controlled dynamic system. - page 107

 
avtomat:


y(t)=x(t) + e(t)

That's the thing about the process. By tearing out the meaning of the process at some point in time, you, figuratively speaking, take away its dynamics, you freeze the process.

And who ripped it out?

 
FAGOTT:

who ripped it out?


I don't know, who do you think is "all over the world..."

;)

 
avtomat:


I don't know, who do you think are the "all over the world..."

;)

I don't understand.

what your processes are - "regular" and "random"? That's it?

 
FAGOTT:

I don't understand.

what your processes are - "regular" and "random"? That's it?


To make me understand your question, state it more clearly.
 
avtomat:


Earlier, when setting out the task, I said, and I will repeat it now, that my aim is to debunk the myth of the market's randomness. No more and no less.

There is no myth about the randomness of the market. There is an idea of market quotes as a random process, in which there is a deterministic and a stochastic component.
 
FAGOTT:
There is no myth about the randomness of the market. There is a notion of market quotes as a random process, with a deterministic and a stochastic component.


Google "market randomness" and you will see all sorts of variations of this myth.

But it seems to me that you're fishing for objections for the sake of objections...

 
avtomat:


Google 'market randomness'.

But it sounds to me like you're looking for objections for the sake of objections...

no. I'm just using the concepts of probability theory and mathematical statistics, not the forum ramblings of some google people
 
FAGOTT:
No. I'm just using the concepts of probability theory and mathematical statistics, not the forum ramblings of some people from Google

.

The subject of probability theory and mathematical statistics is random variables. Do you know that?
 
avtomat:

The subject of probability theory and mathematical statistics is random variables. Do you know this?
Yes
 
FAGOTT:
yes


Did you also know that neither probability theory nor mathematical statistics are suited to describing and studying processes in dynamics?
Reason: