An Adaptive System of Decision Making for Financial Markets

Sergey Titov

Applied Econometrics, 2007, vol. 7, issue 3, 27-43

Abstract: In the article an adaptive model of decision-making for financial markets based on the method of weighted indicators is considered. The model is built on signals from several standard mechanical trade systems (MTS) by generalizing and redistributing between them weight coefficients that change according to the effectiveness of the MTS. Calculations are per-formed by making use of price dynamic data from the international currency market FOREX.

Keywords: decision making; financial markets; currency market; adaptive system (search for similar items in EconPapers)
JEL-codes: G11 G14 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0142

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