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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)
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
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
Linking options:
https://www.mathnet.ru/eng/vyurv112 https://www.mathnet.ru/eng/vyurv/v2/i4/p103
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