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;
    = randn;
if
    ;
else
    ;
end
end
;
end

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