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Tr. SPIIRAN, 2010, Issue 14, Pages 187–215 (Mi trspy402)  

This article is cited in 2 scientific papers (total in 2 papers)

Method of Trade Situations Robust Analysis Systems Construction

A. A. Musaevab

a St. Petersburg Institute for Informatics and Automation of RAS
b Specialized engineering company "Sevzapmontageautomatica"

Abstract: The problem of the stock exchanges indexes dynamics analysis systems construction, possessing higher stability to their probability characteristics variations, is considered. Quality of a current process system component restoration is defined on the basis of terminal trading indicators and immediately connected with used trading strategy parameters. The robust estimation math technology is put in a basis of system dynamics component steady formation algorithms.

Keywords: robust estimation, a least squares method, management of trading operations, trading strategy

Full text: PDF file (1385 kB)
References: PDF file   HTML file
UDC: 311.1
Received: 21.12.2010

Citation: A. A. Musaev, “Method of Trade Situations Robust Analysis Systems Construction”, Tr. SPIIRAN, 14 (2010), 187–215

Citation in format AMSBIB
\Bibitem{Mus10}
\by A.~A.~Musaev
\paper Method of Trade Situations Robust Analysis Systems Construction
\jour Tr. SPIIRAN
\yr 2010
\vol 14
\pages 187--215
\mathnet{http://mi.mathnet.ru/trspy402}


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  • http://mi.mathnet.ru/eng/trspy/v14/p187

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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. A. Musaev, “Modelirovanie kotirovok torgovykh aktivov”, Tr. SPIIRAN, 17 (2011), 5–32  mathnet
    2. A. A. Musaev, I. V. Ananchenko, “Zaschita prilozhenii vypolnyaemykh torgovym terminalom MetaTrader klyuchami Sentinel Hasp”, Tr. SPIIRAN, 26 (2013), 69–78  mathnet
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