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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
/
2013
/
Article
/
Alg 1
/
Research Article
On the Use of Backward Difference Formulae to Improve the Prediction of Direction in Market Related Data
Algorithm 1
MATLAB code implemented to generate data capable of simulating an actual time series of returns.
repeat
for
from 1 to 100
;
for
from 1 to 99;
=
r
andn
;
if
;
else
;
end
end
;
end