OPTIMIZATION OF INVESTMENT FLOWS THROUGH THE ITО STOCHASTIC DIFFERENTIAL EQUATION IN A SELF-ORGANIZING TRADING SYSTEM

Abdullaev , Ulmas, Jaksilikova , Xurliman, Абдуллаев , Улмас, Жаксылыкова , Хурлиман, Abdullaev , Ulmas, Jaksilikova , Xurliman

Илғор иқтисодиёт ва педагогик технологиялар · 2026-yil

Annotatsiya

This article analyzes the problem of optimizing investment flows in a self-organizing trading system. From a mathematical perspective, the apparatus of stochastic calculus, particularly Itô stochastic differential equations, is employed. The trading system is modeled as a self-organizing structure capable of adapting to external economic processes. Based on the Gronwall–Bellman equation, a mathematical model is proposed that enables the determination of the optimal trajectory for the allocation of investment resources. The obtained results are of significant importance for forecasting economic systems, optimizing resource allocation, and developing market strategies

Maqola ma’lumotlari
MualliflarAbdullaev , Ulmas, Jaksilikova , Xurliman, Абдуллаев , Улмас, Жаксылыкова , Хурлиман, Abdullaev , Ulmas, Jaksilikova , Xurliman
JurnalИлғор иқтисодиёт ва педагогик технологиялар
Nashr sanasi2026-06-08
Jild3
Son3
Betlar353-360
TilO‘zbek
DOI10.60078/3060-4842-2026-vol3-iss3-pp353-360

Kalit so‘zlar

investment flow, stochastic differential equations, ITO equation, self-organizing systems, Gronwall–Bellman equation, economic growth, инвестиционный поток, стохастические дифференциальные уравнения, уравнение Ито, самоорганизующиеся системы, уравнение Гронуолла–Беллмана, экономический рост, investitsiya oqimi, stoxastik differensial tenglamalar, ITO tenglamasi, o‘z-o‘zini tashkil etuvchi tizimlar, Gronwall-Bellman tenglamasi, iqtisodiy o‘sish

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