Dynamic e-ICIC using Moving Average Crossover
نویسندگان
چکیده
منابع مشابه
A Dynamic Analysis of Moving Average Rules
The use of various moving average (MA) rules remains popular with financial market practitioners. These rules have recently become the focus of a number empirical studies, but there have been very few studies of financial market models where some agents employ technical trading rules of the type used in practice. In this paper we propose a dynamic financial market model in which demand for trad...
متن کاملCorner point detection using nest moving average
Corners are rich in high frequency components. A low-pass filter suppresses corners and results in a smooth curve. Therefore, corner points have a larger amount of shift than other points and can easily be detected by a low-pass filter. Experiments suggest that a moving average can do this job suitably with a low computational load and good locality in spatial domain. A moving average with a sm...
متن کاملUsing exponentially weighted moving average (EWMA) charts
1. Unlike X -R and Individuals charts (without the Western Electric Handbook rules which aim to increase sensitivity), all of the data collected over time may be used to determine the control status of a process. 2. The EWMA is often superior to the CUSUM charting technique for detecting "larger" shifts. 3. EWMA schemes may be applied for monitoring standard deviations in addition to the proces...
متن کاملMoving Average Processes with Infinite Variance
The sample autocorrelation function (acf) of a stationary process has played a central statistical role in traditional time series analysis, where the assumption is made that the marginal distribution has a second moment. Now, the classical methods based on acf are not applicable in heavy tailed modeling. Using the codifference function as dependence measure for such processes be shown it be as...
متن کاملMoving Average Processes
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. Blackwell Publishing and Royal Statistical Society are col...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Communication and Information Systems
سال: 2019
ISSN: 1980-6604,1980-6604
DOI: 10.14209/jcis.2019.9