6533b7d2fe1ef96bd125f339
RESEARCH PRODUCT
Why Moving Averages?
Valeriy Zakamulinsubject
Smoothness (probability theory)Lag timeDividend discount modelTrend detectionMoving averageLagStatisticsMathematicsdescription
This chapter presents a brief motivation for using moving averages for trend detection, how moving averages are computed, and their two key properties: the average lag (delay) time and smoothness. The most important thing to understand right from the start is that there is a direct relationship between the average lag time and smoothness of a moving average.
year | journal | country | edition | language |
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2017-01-01 |