Following a trend with an exponential moving average: Analytical results for a Gaussian model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2014
ISSN: 0378-4371
DOI: 10.1016/j.physa.2013.10.007