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Trudy SPIIRAN, 2011, Issue 16, Pages 141–159 (Mi trspy422)  

This article is cited in 1 scientific paper (total in 1 paper)

Statistical properties of currency tools quotations linear forms

A. A. Musaev

St. Petersburg Institute for Informatics and Automation of RAS
References:
Abstract: The numerical analysis of statistical properties linear binary forms of currency tools quotations is carried out. Variants of construction of the specified linear forms for 25 criteria of their selection are resulted. Selection rules correspond to a choice of linear forms with the statistical characteristics defining the trading strategy technologies. Presence of relative time stability of the ratings is established. This is allowing to use results of selection directly at trading operations carrying out or to correct them on the basis of the adaptive approach.
Keywords: currency tools, quotations, linear form, statistical properties.
Received: 02.03.2011
Document Type: Article
UDC: 62-501.12
Language: Russian
Citation: A. A. Musaev, “Statistical properties of currency tools quotations linear forms”, Tr. SPIIRAN, 16 (2011), 141–159
Citation in format AMSBIB
\Bibitem{Mus11}
\by A.~A.~Musaev
\paper Statistical properties of currency tools quotations linear forms
\jour Tr. SPIIRAN
\yr 2011
\vol 16
\pages 141--159
\mathnet{http://mi.mathnet.ru/trspy422}
Linking options:
  • https://www.mathnet.ru/eng/trspy422
  • https://www.mathnet.ru/eng/trspy/v16/p141
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Informatics and Automation
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    Abstract page:153
    Full-text PDF :77
    References:27
    First page:1
     
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