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Is a tick an elementary jump in a random walks scheme on the stock market?
Computer Research and Modeling, 2010, v. 2, no. 2, pp. 219-223Views (last year): 3. Citations: 1 (RSCI).In this paper average times between elementary jumps of stock returns on the Russian market were experimentally studied. Considering the scaling of the probability density function of stock returns on different time intervals it is shown that an elementary jump in the random walks scheme for financial instrument returns is a unit price change (tick) that corresponds to a single deal on the stock market.
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Coherent constant delay transceiver for a synchronous fiber optic network
Computer Research and Modeling, 2023, v. 15, no. 1, pp. 141-155This paper proposes the implementation of a coherent transceiver with a constant delay and the ability to select any clock frequency grid used for clocking peripheral DACs and ADCs, tasks of device synchronization and data transmission. The choice of the required clock frequency grid directly affects the data transfer rate in the network, however, it allows one to flexibly configure the network for the tasks of transmitting clock signals and subnanosecond generation of sync signals on all devices in the network. A method for increasing the synchronization accuracy to tenths of nanoseconds by using digital phase detectors and a Phase Locked Loop (PLL) system on the slave device is proposed. The use of high-speed fiber-optic communication lines (FOCL) for synchronization tasks allows simultaneously exchanging control commands and signaling data. To simplify and reduce the cost of devices of a synchronous network of transceivers, it is proposed to use a clock signal restored from a data transmission line to filter phase noise and form a frequency grid in the PLL system for heterodyne signals and clock peripheral devices, including DAC and ADC. The results of multiple synchronization tests in the proposed synchronous network are presented.
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International Interdisciplinary Conference "Mathematics. Computing. Education"