Price Fluctuation Analysis Using Dynamic Adaptation of Sampling Period of Moving Average
2008 Volume 2008 Issue FIN-001 Pages 02-
Details
2008 Volume 2008 Issue FIN-001 Pages 02-
In this paper, we propose a method to adapt sampling period of moving average dynamically and to analyze the kind of price changes. We also show ￣nding trends as experimental results of price °uctuation analysis using the proposed method.
