英文标题：
《Advisors and indicators based on the SSA models and non-linear
  generalizations》
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作者：
A. M. Avdeenko
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最新提交年份：
2014
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英文摘要：
  This paper considers method of creation of an advisor and indicator based on the spectral stochastic analysis model, both with linear and non-linear approximation. The problem of entrance to one or another trade position is solved on the basis of combined analysis of dynamics of quotations of all currency pairs, what allows to actively hedge open positions.
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中文摘要：
本文考虑了基于谱随机分析模型的顾问和指标的创建方法，包括线性和非线性近似。进入一个或另一个交易头寸的问题是在对所有货币对的报价动态进行综合分析的基础上解决的，这允许积极对冲未平仓头寸。
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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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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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