{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,4]],"date-time":"2025-11-04T11:11:13Z","timestamp":1762254673687,"version":"build-2065373602"},"reference-count":23,"publisher":"MDPI AG","issue":"11","license":[{"start":{"date-parts":[[2023,10,24]],"date-time":"2023-10-24T00:00:00Z","timestamp":1698105600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"name":"state research FFZF-2022-0004","award":["94062114"],"award-info":[{"award-number":["94062114"]}]},{"name":"Saint-Petersburg State University","award":["94062114"],"award-info":[{"award-number":["94062114"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computation"],"abstract":"<jats:p>The authors suggest a methodology that involves conducting a preliminary analysis of inertia in financial time series. Inertia here means the manifestation of some kind of long-term memory. Such effects may take place in complex processes of a stochastic kind. If the decision is negative, they do not recommend using predictive management strategies based on trend analysis. The study uses computational schemes to detect and confirm trends in financial market data. The effectiveness of these schemes is evaluated by analyzing the frequency of trend confirmation over different time intervals and with different levels of trend confirmation. Furthermore, the study highlights the limitations of using smoothed curves for trend analysis due to the lag in the dynamics of the curve, emphasizing the importance of considering real-time data in trend analysis for more accurate predictions.<\/jats:p>","DOI":"10.3390\/computation11110209","type":"journal-article","created":{"date-parts":[[2023,10,24]],"date-time":"2023-10-24T11:34:47Z","timestamp":1698147287000},"page":"209","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Exploring the Quotation Inertia in International Currency Markets"],"prefix":"10.3390","volume":"11","author":[{"given":"Alexander","family":"Musaev","sequence":"first","affiliation":[{"name":"St. Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences, 199178 St. Petersburg, Russia"}]},{"given":"Andrey","family":"Makshanov","sequence":"additional","affiliation":[{"name":"Department of Computing Systems and Computer Science, Admiral Makarov State University of Maritime and Inland Shipping, 198035 St. Petersburg, Russia"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7855-0254","authenticated-orcid":false,"given":"Dmitry","family":"Grigoriev","sequence":"additional","affiliation":[{"name":"Center of Econometrics and Business Analytics (CEBA), St. Petersburg State University, 199034 St. Petersburg, Russia"}]}],"member":"1968","published-online":{"date-parts":[[2023,10,24]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"34","DOI":"10.1093\/mnras\/113.1.34","article-title":"On the origin of inertia","volume":"113","author":"Sciama","year":"1953","journal-title":"Mon. 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