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Information × Registration Number 0223U003479, 0122U001746 , R & D reports Title Spectral properties of technical analysis indicators, their application to forecasting economic and financial time series popup.stage_title Head Blokhin Oleksandr L., Кандидат фізико-математичних наук Registration Date 12-05-2023 Organization Kyiv National University of Technologies and Design popup.description2  The object of the study is the spectral characteristics of indicators used in the analysis of random processes, in forecasting the behavior of stock and currency quotes, for digital signal processing. The purpose of the study is to study the spectral parameters of digital filters used in the analysis of economic processes. Research methods are theoretical, using mathematical models of spectral analysis of discrete random processes, followed by computer modeling of the obtained digital filters. According to the results of the conducted research, the results that contain elements of scientific novelty, namely: algorithms were obtained for determining the spectral parameters of digital filters obtained from exponential moving averages and their differences, in particular for the MACD indicator and digital filters of powers of finite differences. The obtained work results can be useful in practical use – in the construction of technical analysis indicators of stock and currency quotations Product Description popup.authors Blokhin Oleksandr L. popup.nrat_date 2023-05-12 Close