Price is the most visible signal produced by competition and interaction among a complex ecology of entities in a system called financial markets. This thesis deals with statistical analysis and model identification based on such signals. We approach this problem at various levels of...

In almost thirty-four years after opening the doors to its first store, the Inditex Group has grown to be one of the largest fashion distributors in the world. Today the group operates more than four thousand retail stores in seventy-three different countries and under eight different brand...