The problem of identification of for financial time series moments of variation trends is considered. A criterion for assessing the investment quality of assets which are represented by financial time series, based on the evaluation of potential yield that can be obtained by investing in these assets is proposed. The method of quality evaluation of trading decisions strategy in the financial markets is offered.
identification of time series moments of trend variation, decision strategy, financial time series
"Metody identyfikatsii momentiv zminy tendentsii chasovoho riadu dlia vyroblennia stratehii pryiniattia rishen na finansovomu rynku" [Method of identification of the time series moments of trends variation for decision strategies on the financial market],
Information Processing Systems,