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Trudy SPIIRAN, 2014, Issue 36, Pages 180–193
DOI: https://doi.org/10.15622/sp.36.11
(Mi trspy756)
 

Numerical Research of the Operating Strategy Based on the Trends Analysis

A. A. Musaevabc

a Saint Petersburg State University
b Public corporation Specialized Engineering Company "Sevzapmontageautomatica"
c St. Petersburg Institute for Informatics and Automation of RAS
Abstract: On the basis of a series of computing experiments the problem of efficiency of technical analysis operating strategy based on the analysis of local trends in quasichaotic processes is considered. As the range of data long intervals of observations over quotations of currency tools in the electronic market Forex are used. It is established that existence of a local trend isn't a sufficient condition for creation of efficiency operating strategy.
Keywords: the Chaotic Processes; Operating Strategy; Trend.
Document Type: Article
UDC: 621.382
Language: Russian


Citation: A. A. Musaev, “Numerical Research of the Operating Strategy Based on the Trends Analysis”, Tr. SPIIRAN, 36 (2014), 180–193
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  • https://www.mathnet.ru/eng/trspy/v36/p180
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