The author is grateful to Moscow Exchange and Intercontinental Exchange Futures Europe for providing access to historical data and online quotations.

The author is also grateful to the investment companies FINAM and Interactive Brokers for their excellent broker-intermediary functions with the IB and ICE exchanges, respectively.

The author sincerely thanks the first reader of the book manuscript, Konstantin Gluschenko, for critical comments, consideration of which made the material of the book more understandable for readers who hold fundamentally different orthodox economic views.

In conclusion, the author would like to take the opportunity, unfortunately, very late, to pay back some of his old debts.

First, the author would like to thank Vladimir Evstigneev for his informal but very informative and useful review of the author’s first paper on probabilistic economic theory in the collection of papers of the Russian Academy of Sciences and State Administration [Kondratenko, 2005] and Ksenia Kondratenko for her help in preparing the manuscript of this paper. Second, the author notes the important role that Professor George Judge of the University of California (Berkeley) played in this research by approving and enthusiastically supporting that very first paper 15 years ago, for which the author is immensely grateful.

Editor-in-chief

DSc in Physics and Mathematics Professor D.I. Sviridenko

Reviewers:

DSc S.I. Parinov

PhD Y.N. Perevyshin

All rights reserved. No part of the book or whole book may be reproduced or transmitted in any form or by any means without the written permission of the author.

Г– agent width

MOEX – Moscow Exchange

BRENT – Brent oil futures

C – normalization factors

D – demand

D(t, p, q) – probabilistic market demand function

D^>0(t) – total market demand function

ICE – Intercontinental Exchange Futures Europe

F(t, p, q) – probabilistic market deal function

M(t)– number of supply quotations

N(t) – number of demand quotations

MTV(t) – probabilistic market trade volume

P – price

p – independent price variable

p^>M – probabilistic market price

q – independent quantity variable

q^>M– probabilistic market quantity

Q – quantity

PQ – price and quantity

S – supply

SBER – Sberbank shares

S D – supply and demand

S(t, p, q) – probabilistic market supply function

S^>0(t) – total market supply function

t – independent time variable

TV(t) – trade volume

T – time

USD/RUB – USD/RUB futures at MOEX: U.S. dollars are traded for Russian rubles (₽).

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