策略:SmoothingTechniques For More Accurate Signals 2 个回复 - 831 次查看
More sophisticated smoothing techniques can be used to determine market trend. Better trend recognition can lead to more accurate trading signals.
对均线系统的一种过滤方式,做CTA可参考。2017-11-1 10:00 - confused_ddk - 投资人(实务版)
SmoothingTechniques for Curve Estimation 4 个回复 - 1703 次查看
(Lecture Notes in Mathematics) 非常经典的非参数统计书了
扫描版, 网上从来没有的.
Proceedings of a Workshop held in Heidelberg, April 2-4, 1979
Series: Lecture Notes in Mathematics, Vol. 757
...2010-12-8 05:26 - ssoonngg123 - 计量经济学与统计软件