# Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos

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## Abstract

**:**

## 1. Introduction

## 2. Materials and Methods

#### 2.1. Generalized Statistical Decision-Making

#### 2.2. Specifics of Asset Management in the Conditions of Dynamic Chaos

#### 2.3. Specifics of Applying Statistical Synthesis of Management Strategies in Asset Management

#### 2.4. Observation Model in Asset Management

#### 2.5. Analysing the Effectiveness of Statistical Decision-Making in Asset Management

## 3. Computational Experiments

#### 3.1. Description

#### 3.2. Results

## 4. Discussion

## Author Contributions

## Funding

## Institutional Review Board Statement

## Informed Consent Statement

## Data Availability Statement

## Acknowledgments

## Conflicts of Interest

## References

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**Figure 5.**Examples of incorrect conclusions about the presence of a trend associated with a delay in decision-making.

Time Interval, Days | EURUSD | EURJPY | USDJPY |
---|---|---|---|

1–100 | 0.552 | 0.484 | 0.444 |

101–200 | 0.507 | 0.536 | 0.465 |

201–300 | 0.533 | 0.552 | 0.560 |

301–400 | 0.494 | 0.452 | 0.465 |

401–500 | 0.446 | 0.545 | 0.444 |

Time Interval, Days | EURUSD | EURJPY | USDJPY |
---|---|---|---|

1–100 | 0.539 | 0.568 | 0.522 |

101–200 | 0.524 | 0.528 | 0.497 |

201–300 | 0.529 | 0.503 | 0.537 |

301–400 | 0.503 | 0.550 | 0.534 |

401–500 | 0.493 | 0.548 | 0.552 |

Time Interval, Days | $\mathit{\alpha}=0.005$ | $\mathit{\alpha}=0.01$ | $\mathit{\alpha}=0.01$ |
---|---|---|---|

1–100 | 0.667 | 0.681 | 0.618 |

101–200 | 0.771 | 0.791 | 0.667 |

201–300 | 0.606 | 0.706 | 0.612 |

301–400 | 0.612 | 0.653 | 0.618 |

401–500 | 0.648 | 0.581 | 0.574 |

Time Interval, Days | $\mathit{\alpha}=0.005$ | $\mathit{\alpha}=0.01$ | $\mathit{\alpha}=0.01$ |
---|---|---|---|

1–100 | 0.652 | 0.652 | 0.593 |

101–200 | 0.698 | 0.706 | 0.696 |

201–300 | 0.686 | 0.707 | 0.688 |

301–400 | 0.612 | 0.612 | 0.582 |

401–500 | 0.567 | 0.534 | 0.574 |

a${}^{*}$ | dL, n l, Days | 0.025 | 0.05 | 0.075 | 0.1 |
---|---|---|---|---|---|

0.025 | 25 | 0.50 | 0.48 | 0.49 | 0.49 |

0.025 | 50 | 0.51 | 0.50 | 0.51 | 0.50 |

0.025 | 75 | 0.50 | 0.50 | 0.50 | 0.51 |

0.025 | 100 | 0.50 | 0.51 | 0.51 | 0.51 |

0.05 | 25 | 0.50 | 0.48 | 0.48 | 0.50 |

0.05 | 50 | 0.50 | 0.50 | 0.51 | 0.50 |

0.05 | 75 | 0.50 | 0.50 | 0.51 | 0.50 |

0.05 | 100 | 0.50 | 0.51 | 0.51 | 0.51 |

0.075 | 25 | 0.50 | 0.49 | 0.49 | 0.49 |

dL, n / $\mathbf{\Delta}\mathit{T}$ | 1–100 Days | 101–200 Days | 201–300 Days | 301–400 Days |
---|---|---|---|---|

25 | 0.48 | 0.49 | 0.48 | 0.47 |

50 | 0.53 | 0.46 | 0.48 | 0.48 |

75 | 0.53 | 0.50 | 0.49 | 0.45 |

100 | 0.55 | 0.50 | 0.52 | 0.47 |

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**MDPI and ACS Style**

Musaev, A.; Grigoriev, D.
Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos. *Mathematics* **2022**, *10*, 226.
https://doi.org/10.3390/math10020226

**AMA Style**

Musaev A, Grigoriev D.
Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos. *Mathematics*. 2022; 10(2):226.
https://doi.org/10.3390/math10020226

**Chicago/Turabian Style**

Musaev, Alexander, and Dmitry Grigoriev.
2022. "Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos" *Mathematics* 10, no. 2: 226.
https://doi.org/10.3390/math10020226