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机译:A New Trend-Following Indicator: Using SSA to Design Trading Rules
Univ Fed Sao Joao del Rei, CELTA Ctr Studies Elect Engn & Automat, Campus Alto Paraopeba,Rod MG 443 Km 7, BR-36420000 Ouro Branco, MG, Brazil;
Univ Fed Minas Gerais, Dept Elect Engn, Av Antonio Carlos 6627, BR-31270901 Belo Horizonte, MG, Brazil;
Singular Spectrum Analysis; Technical Analysis; trend-following trading rules;