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• Singular Spectrum Analysis Of Price Movement In Forex by Sergiy Drogobetskii

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 23:10 (24-27): Singular Spectrum Analysis Of Price Movement In Forex by Sergiy Drogobetskii Looking for new information about price movements? Singular spectrum analysis may shed some light. Finding an analytical method to reduce noise and predict price movement dynamics has been a popular topic of discussion among traders. In fact, several methods from the fields of physics and mathematics have already been applied for this very reason. But how do you extract the necessary information, and what can you use as the basis for your forecasting model? SINGULAR SPECTRUM A...

AUTHOR: Sergiy DrogobetskiiDATE: OCT 2005

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• Singular Spectrum Analysis: Part II by Sergiy Drogobetskii

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 23:11 (44-48): Singular Spectrum Analysis: Part II by Sergiy Drogobetskii Here's another look at applying singular spectrum analysis to the foreign exchange markets. In my last article, I discussed some of the variables that make up single spectrum analysis (SSA), an analytical method that has been applied to various branches of scientific study. It has proved useful for compressing information, smoothing initial data and, in certain cases, predicting time series data prices. Last time, I showed how SSA could be applied to forex market prices. This time, I will contin...

AUTHOR: Sergiy DrogobetskiiDATE: NOV 2005SUBJECT: New Techniques