Manipulating models of purchase/sale flows on the security market

Автор: Akhremenkov Alexander Alexandrovich, Tsirlin Anatoliy Mikhaylovich

Журнал: Программные системы: теория и приложения @programmnye-sistemy

Статья в выпуске: 5 (9) т.2, 2011 года.

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Models of manipulating of purchase and sale flows on the security market which are not required price forecasting are considered in the article. The algorithms are being compared on real data.

Security market, trading strategy, smoothing filter, manipulating models, feed-back systems

Короткий адрес: https://sciup.org/14335931

IDR: 14335931

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