Showing 1 - 10 of 43
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
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
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
not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully …
Persistent link: https://www.econbiz.de/10008924910
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
New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of foreign exchange rates, via a "model-free" setting,...
Persistent link: https://www.econbiz.de/10008791958
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
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
management. This setting, which is based on the existence of trends for financial time series via nonstandard analysis (Fliess M …., Join C.: A mathematical proof of the existence of trends in financial time series, Proc. Int. Conf. Systems Theory …
Persistent link: https://www.econbiz.de/10008792703
-free" management. We utilize the existence of trends in financial time series (Fliess M., Join C.: A mathematical proof of the … existence of trends in financial time series, Proc. Int. Conf. Systems Theory: Modelling, Analysis and Control, Fes, 2009 …
Persistent link: https://www.econbiz.de/10008792834