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In a previous work (J. Geophys. Res. (2004)), we have proposed a simple physical model to explain the accelerating displacements preceding some catastrophic landslides, based on a slider-block model with a state- and velocity-dependent friction law. This model predicts two regimes of sliding,...
Persistent link: https://www.econbiz.de/10010872181
Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date....
Persistent link: https://www.econbiz.de/10010873135
. We present a partial assessment of this prediction at the time of revision of this manuscript (early January 2004 …
Persistent link: https://www.econbiz.de/10010873440
We examine the effectiveness of frequently used technical indicators for intra-day forecast by applying them on the tick data of various stock prices. We show that the optimal combination of a few indicators chosen for each stock by using evolutional computation provides us a good forecast on...
Persistent link: https://www.econbiz.de/10010873708
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the “space” variable, which is opposite to the normal description...
Persistent link: https://www.econbiz.de/10011057166
prediction for the unknown future of the US S&P500 index extending over 2003 and 2004, that refines the previous prediction of …
Persistent link: https://www.econbiz.de/10011058501
investors leading to a competition between positive and negative feedbacks in the pricing process. A monthly prediction for the … future evolution of the US S&P 500 index has been issued, monitored and updated in (http://www.ess.ucla.edu/faculty/sornette/prediction/index.asp#prediction …
Persistent link: https://www.econbiz.de/10011059088
than returns before the crash. Empirical results are consistent with the prediction hypothesis, e.g., the method applied …
Persistent link: https://www.econbiz.de/10011060789
periodicity which provides a good potential for fine-tuned prediction from month to month. A monthly monitoring using a model that …
Persistent link: https://www.econbiz.de/10011064123
Using a methodology developed in previous papers, we analyze the quarterly average sale prices of new houses sold in the USA as a whole, in the Northeast, Midwest, South, and West of the USA, in each of the 50 states and the District of Columbia of the USA, to determine whether they have grown...
Persistent link: https://www.econbiz.de/10010588672