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Chaos structures. Multicurrency adviser on the basis of NSW model and social-financial nets

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  • A. M. Avdeenko

Abstract

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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  • A. M. Avdeenko, 2011. "Chaos structures. Multicurrency adviser on the basis of NSW model and social-financial nets," Papers 1106.4502, arXiv.org.
    • Handle: RePEc:arx:papers:1106.4502
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    File URL: http://arxiv.org/pdf/1106.4502
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    Cited by:

    1. A. M. Avdeenko, 2014. "Advisors and indicators based on the SSA models and non-linear generalizations," Papers 1406.4783, arXiv.org.

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