Showing 1 - 10 of 52
An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem … incorporating them into the trends. Several convincing computer experiments are reported. …
Persistent link: https://www.econbiz.de/10010551681
not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully …
Persistent link: https://www.econbiz.de/10008924910
, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as …
Persistent link: https://www.econbiz.de/10008836782
of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …
Persistent link: https://www.econbiz.de/10008791958
We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time … (Integration over finite sets, F. & M. Diener (Eds): Nonstandard Analysis in Practice, Springer, 1995, pp. 195--204). Those trends …
Persistent link: https://www.econbiz.de/10008792433
Since the Brundtland report in 1987, at the start of the series of United Nations Conferences on the Environment and Development, the world population has grown by more than it was in the time of Adam Smith. Oil consumption has increased by 40% and the trend is similar for other exhaustible...
Persistent link: https://www.econbiz.de/10010739123
Causation between time series is a most important topic in econometrics, financial engineering, biological and psychological sciences, and many other fields. A new setting is introduced for examining this rather abstract concept. The corresponding calculations, which are much easier than those...
Persistent link: https://www.econbiz.de/10010899129
See http://hal.inria.fr/inria-00479824/en/ for a slightly more elaborate version.
Persistent link: https://www.econbiz.de/10008833330
prospective and urban policy. It appears that very strong socio-demographic trends act to reduce, when not cancel, the effect of …
Persistent link: https://www.econbiz.de/10008788857
We derive two new technical indicators for trading systems and risk management. They stem from trends in time series … existence of trends in financial time series, Proc. Int. Conf. Systems Theory: Modelling, Analysis and Control, Fes, 2009), and …
Persistent link: https://www.econbiz.de/10008792384