Pareto Optimised Moving Average Smoothing for Futures and Stock Trend Predictions

The most common way to forecast the trend direction is to use moving averages. It is very popular in finance. In this study a Pareto optimised custom moving average is suggested, as it is the most suitable for financial time series smoothing. Suitability criteria are defined by smoothness and accura...

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Veröffentlicht in:	TRANSFORMATIONS IN BUSINESS & ECONOMICS 2016-01, Vol.15 (2A), p.480-480
Hauptverfasser:	Raudys, Aistis, Pabarskaite, Zidrina
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Comparative analysis Comparative studies Criteria Pareto optimum Predictions Securities markets Time series Trends
Online-Zugang:	Volltext
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