Towards new technical indicators for trading systems and risk management

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue PART 1, 2009, Pages 1435-1440

  Fliess, Michel ^a   Join, Cédric ^b  

^a ÉCOLE POLYTECHNIQUE   (France)

^b CENTRE DE RECHERCHE EN AUTOMATIQUE DE NANCY   (France)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; FINANCIAL DATA PROCESSING; STATISTICAL MECHANICS; TIME SERIES;

ANALYSIS AND CONTROLS; FAST ESTIMATION; FINANCIAL TIME SERIES; MATHEMATICAL PROOF; NUMERICAL EXPERIMENTS; STATISTICAL TOOLS; TECHNICAL INDICATOR; TRADING SYSTEMS;

RISK MANAGEMENT;

EID: 80051662235     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090706-3-FR-2004.0099     Document Type: Conference Paper

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