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雷达卡
摘要翻译：
在非线性随机小波的基础上，实现了外汇市场多币种交易的算法。该算法的显著特点是可能的弱连接和强连接水平自组装，以及使用嵌套结构。通过对8个货币对的在线交易，证明了该算法的有效性和稳定性。利用所提出的算法，通过建立基于个体交易者工作同步的社会金融网络，讨论了在电子市场中获得超额利润的可能性问题。
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英文标题：
《Chaos structures. Multicurrency adviser on the basis of NSW model and
social-financial nets》
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作者：
A. M. Avdeenko
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最新提交年份：
2011
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
Algorithm of multicurrency trading at the market of Forex is realized on the basis of nonlinear stochastic wavelets. The distinctive feature of the algorithm is the possibility of weakly- and strongly connected horizontal self-assemblies, as well as use of nested structures. On-line trading with eight currency couples has shown high effectiveness and stability of the algorithm. It is discussed the problem of possibility of excess profit earning in electronic markets via development of social-financial nets based on synchronization of work of individual traders by means of proposed algorithm.
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PDF链接：
https://arxiv.org/pdf/1106.4502
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