ASTA

ASTA is a tool for research in predictions of stock prices. The development of ASTA was instigated by a need for good working tools for the following research tasks: A test bench for old and new trading strategies, An interactive development tool for trading rules, An non-interactive development tool for trading rules, Data generation for post processing


References in zbMATH (referenced in 16 articles , 1 standard article )

Showing results 1 to 16 of 16.
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  1. Kloberdanz, Kathrin; Schmidt, Klaus D.: Loss prediction in a linear model under a linear constraint (2009)
  2. Böhning, Dankmar; Malzahn, Uwe; Schlattmann, Peter; Dammann, Uwe-Peter; Mehnert, Wolfgang; Holling, Heinz; Schulze, Ralf: The application of statistical methods of meta-analysis for heterogeneity modelling in medicine and pharmacy, psychology, quality control and assurance (2003)
  3. El-Taha, Muhammad; Stidham, Shaler jun.: Filtration of ASTA: A weak convergence approach (2002)
  4. Gustaffson, Nils: Statistical issues in weather forecasting (2002)
  5. Hellström, Thomas: Optimizing the Sharpe ratio for a rank based trading system (2001)
  6. Hellström, Thomas: ASTA -- a tool for development of stock prediction algorithms (1999)
  7. Zöbel, Dieter; Balcerak, Elisabeth: Modell building and analysis of computing systems. A tutorial (1999)
  8. Melamed, Benjamin; Yao, David D.: The ASTA property (1995)
  9. El-Taha, Muhammad; Stidham, Shaler jun.: Sample-path analysis of stochastic discrete-event systems (1993)
  10. El-Taha, Muhammad: On conditional ASTA: A sample-path approach (1992)
  11. El-Taha, Muhammad; Stidham, Shaler jun.: A filtered ASTA property (1992)
  12. Miyazawa, Masakiyo; Takahashi, Yoshitaka: Rate conservation principle for discrete-time queues (1992)
  13. Rosberg, Zvi; Gail, H.Richard: ASTA implies an M/G/1-like load decomposition for a server with vacations (1991)
  14. Melamed, Benjamin; Whitt, Ward: On arrivals that see time averages (1990)
  15. Melamed, Benjamin; Whitt, Ward: On arrivals that see time averages: A martingale approach (1990)
  16. Miyazawa, Masakiyo; Wolff, Ronald W.: Further results on ASTA for general stationary processes and related problems (1990)