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JOURNALS // Informatics and Automation // Archive

Tr. SPIIRAN, 2010 Issue 14, Pages 187–215 (Mi trspy402)

This article is cited in 2 papers

Method of Trade Situations Robust Analysis Systems Construction

A. A. Musaevab

a St. Petersburg Institute for Informatics and Automation of RAS
b Specialized engineering company "Sevzapmontageautomatica"

Abstract: The problem of the stock exchanges indexes dynamics analysis systems construction, possessing higher stability to their probability characteristics variations, is considered. Quality of a current process system component restoration is defined on the basis of terminal trading indicators and immediately connected with used trading strategy parameters. The robust estimation math technology is put in a basis of system dynamics component steady formation algorithms.

Keywords: robust estimation, a least squares method, management of trading operations, trading strategy.

UDC: 311.1

Received: 21.12.2010



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