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Collating real‐time market indicators through a temporal paradigm
Author(s) -
Loo Siew Lan
Publication year - 1989
Publication title -
expert systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.365
H-Index - 38
eISSN - 1468-0394
pISSN - 0266-4720
DOI - 10.1111/j.1468-0394.1989.tb00150.x
Subject(s) - computer science , simple (philosophy) , tracking (education) , financial market , modal , temporal logic , theoretical computer science , finance , economics , psychology , pedagogy , philosophy , chemistry , epistemology , polymer chemistry
Abstract: This is an endeavour to amalgamate temporal logics with financial problems. By utilising real strategies, it takes cognisance that ‘generic’ trading systems can be creative. In the financial market, time is a critical vector. Accordingly, trading decisions have to be specific and any advice controlled. Reichgelt's two‐tier reified temporal logic seems to offer a favourable pliancy for tracking such a capricious market. The external modal language, TM, is friendly and simple but expressive. It allows the outside world to be related by three primitives: AT, P (ast) and F (uture). The internal meta‐language, TR, permitting time points, allows TM's effect to be developed with precision.