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摘要翻译：
我们简要回顾了我们最近对随机过程建模因特网在线交易的研究。本文提出了一种评估金融市场上观察价格和下一次价格变化之间的平均等待时间的方法，特别是在通过互联网为个人客户提供的在线外汇交易服务中。我们方法的基本方法依赖于所谓的更新-奖励定理。假设模拟价格变化的随机过程是一个更新过程，我们利用该定理计算了该过程的平均等待时间。讨论了所谓的“检查悖论”，它通常是指平均持续时间短于平均等待时间。
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英文标题：
《On-line trading as a renewal process: Waiting time and inspection
paradox》
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作者：
Jun-ichi Inoue, Naoya Sazuka, Enrico Scalas
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最新提交年份：
2010
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
We briefly review our recent studies on stochastic processes modelling internet on-line trading. We present a way to evaluate the average waiting time between the observation of the price in financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. The basic method of our approach depends on the so-called renewal-reward theorem. Assuming that the stochastic process modelling the price change is a renewal process, we use the theorem to calculate the average waiting time of the process. The so-called ``inspection paradox'' is discussed, which, in general, means that the average durations is shorter than the average waiting time.
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PDF链接：
https://arxiv.org/pdf/1007.3347
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