Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya "Vychislitelnaya Matematika i Informatika"
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Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya "Vychislitelnaya Matematika i Informatika", 2013, Volume 2, Issue 4, Pages 103–108
DOI: https://doi.org/10.14529/cmse130408
(Mi vyurv112)
 

Brief Reports

Representation of trading signals based Kaufman adaptive moving average as a system of linear inequalities

M. M. Dyshaeva, I. M. Sokolinskayab

a JSCB CHELINDBANK (Chelyabinsk, Russian Federation)
b South Ural State University (Chelyabinsk, Russian Federation)
References:
Abstract: This paper considers the adaptation of problem of strong separability for decisions about buying or selling financial assets, such as equities, currencies, futures, etc. on the stock exchange. There were constructed two systems of linear inequalities that define the regions in $n$-dimensional space. These systems describe the expert trading signals that based on adaptive moving average of Kaufman.
Keywords: the problem of strong separability, Fejer mapping, adaptive moving average of Kaufman, trading signals for robot.
Received: 24.09.2013
Document Type: Article
UDC: 519.6
Language: Russian
Citation: M. M. Dyshaev, I. M. Sokolinskaya, “Representation of trading signals based Kaufman adaptive moving average as a system of linear inequalities”, Vestn. YuUrGU. Ser. Vych. Matem. Inform., 2:4 (2013), 103–108
Citation in format AMSBIB
\Bibitem{DysSok13}
\by M.~M.~Dyshaev, I.~M.~Sokolinskaya
\paper Representation of trading signals based Kaufman adaptive moving average as a system of linear inequalities
\jour Vestn. YuUrGU. Ser. Vych. Matem. Inform.
\yr 2013
\vol 2
\issue 4
\pages 103--108
\mathnet{http://mi.mathnet.ru/vyurv112}
\crossref{https://doi.org/10.14529/cmse130408}
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