Caetano, Leonel; Antonio, Marco; Yoneyama, Takashi - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 2, pp. 609-620
This work proposes an heuristic indicator for mid-term tendencies of stock prices based on non-linear dynamic equations combined with a graphical method inspired on cell morphology analysis. The model consists of ordinary differential equations with parameters that are fitted by means of the...