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Practical application of MPIC on example of developing trading strategies for FOREX

Tkachenko S.V.

The subject of the article is an application of the method of prediction with certainty coefficient to a task of developement of FOREX market mechanical trading system. An example of usage of certainty coefficient is demonstrated and formal procedure for definition of its relevance scale is provided. Quantitative results of effec-tiveness of certainty coefficient usage are provided with regard to prediction of the currency pair trend.


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