Geodesic
Representation of trading signals based Kaufman adaptive moving average as a system of linear inequalities
Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ Vyčislitelʹnaâ matematika i informatika, Tome 2 (2013) no. 4, pp. 103-108

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This paper considers the adaptation of problem of strong separability for decisions about buying or selling financial assets, such as equities, currencies, futures, etc. on the stock exchange. There were constructed two systems of linear inequalities that define the regions in $n$-dimensional space. These systems describe the expert trading signals that based on adaptive moving average of Kaufman.
Keywords: the problem of strong separability, Fejer mapping, adaptive moving average of Kaufman, trading signals for robot. 
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     author = {M. M. Dyshaev and I. M. Sokolinskaya},
     title = {Representation of trading signals based {Kaufman} adaptive moving average as a system of linear inequalities},
     journal = {Vestnik \^U\v{z}no-Uralʹskogo gosudarstvennogo universiteta. Seri\^a Vy\v{c}islitelʹna\^a matematika i informatika},
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     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VYURV_2013_2_4_a7/}
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M. M. Dyshaev; I. M. Sokolinskaya. Representation of trading signals based Kaufman adaptive moving average as a system of linear inequalities. Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ Vyčislitelʹnaâ matematika i informatika, Tome 2 (2013) no. 4, pp. 103-108. http://geodesic.mathdoc.fr/item/VYURV_2013_2_4_a7/