Multicurrency advisor based on the NSW model. Detailed description and perspectives

A. M. Avdeenko

Papers from arXiv.org

Abstract: Flexible algorithm of multicurrency trade on Forex market has been built on the grounds of non-linear stochastic wavelets (NSW) model. Probability of the loss-free trade has been evaluated. Results of the algorithm's real-time testing and issues of the algorithm's development are discussed.

Date: 2011-11
New Economics Papers: this item is included in nep-cmp
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