Pirkimo-pardavimo slenkstis

Pirkimo slenkstis

$$\begin{eqnarray}z_i^{min}(t)=k_{buy}\ \Delta_i(t),\ k_{buy} > 1. \end{eqnarray}$$

Pardavimo slenkstis

$$\begin{eqnarray}z_i^{max}(t)=k_{sell}\ \Delta_i(t),\ k_{sell} < 1. \end{eqnarray}$$

Akciju skaicius pas klienta $i$ laiku $t$

$$\begin{eqnarray}N_i(t+1)&=&\nonumber \\ \cases {N_i(t), &if $z_i^{min}(t) \le z(... ... N_i(t) -1, &if $z(t) \ge z_i^{max}(t)$.\nonumber\cr} \nonumber \end{eqnarray}$$