摘要翻译:
基于非线性随机小波模型,建立了外汇市场多币种交易的灵活算法。对无损失交易的概率进行了评估。讨论了算法的实时测试结果和算法开发中的问题。
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英文标题:
《Multicurrency advisor based on the NSW model. Detailed description and
  perspectives》
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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:Portfolio Management        项目组合管理
分类描述:Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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英文摘要:
  Flexible algorithm of multicurrency trade on Forex market has been built on the grounds of non-linear stochastic wavelets (NSW) model. Probability of the loss-free trade has been evaluated. Results of the algorithm's real-time testing and issues of the algorithm's development are discussed. 
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PDF链接:
https://arxiv.org/pdf/1111.5726