Petri nets for modeling the behavior of speculators

Abstract

We suggest a model of the asynchronous behavior of speculators on the capital market in the form of a Petri net. To analyze Petri nets from the viewpoint of independent transitions we suggest an original method, which makes it possible to construct a logical scheme of the operation of a Petri net. Auxiliary constructions of the method are also used for the definition of notions of a sequential-parallel scenario, a pattern of such a scenario, and the predictability or a scenario along a chain or patterns.