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Testing continuous time models in financial markets
Kleinow, Torsten (contributor) - 2002
Persistent link: https://www.econbiz.de/10001722799
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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
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Synergizing quantitative finance models and market microstructure analysis for enhanced algorithmic trading strategies
Mengshetti, Om; Gupta, Kanishk; Zade, Nilima; Kotecha, Ketan - In: Journal of open innovation : technology, market, and … 10 (2024) 3, pp. 1-11
In today's complex financial markets, "Algorithmic Trading" has become very important. The study delves into the amalgamation of four pivotal indicators - Relative Strength Index (RSI), Exponential Moving Average (EMA), Volume-Weighted Average Price (VWAP), and Moving Average...
Persistent link: https://www.econbiz.de/10015071775
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An algorithmic information-theoretic approach to the behaviour of financial markets
Zenil, Hector; Delahaye, Jean-Paul - In: Journal of economic surveys 25 (2011) 3, pp. 431-463
Persistent link: https://www.econbiz.de/10009157988
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An algorithmic information-theoretic approach to the behaviour of financial markets
Zentil, Hector; Delahaye, Jean-Paul - In: Nonlinearity, complexity and randomness in economics : …, (pp. 37-68). 2012
Persistent link: https://www.econbiz.de/10009505607
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Applications of state space models in finance : an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and Pan-European industry portfolios
Mergner, Sascha - 2009
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective …
Persistent link: https://www.econbiz.de/10003922552
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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803796
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Methods and finance : a unifying view on finance, mathematics and philosophy
Ippoliti, Emiliano (ed.); Chen, Ping (ed.) - 2017 - 1st ed. 2017
Persistent link: https://www.econbiz.de/10011580390
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Stock Market Volatility and Mathematical Expectations
James, Robert G. - 2019
It is generally believed that excessive stock market volatility reflects non-mathematical market expectations that are driven by “irrational exuberance” or “animal spirits”. As shown in this paper, there is an alternative explanation. If ex-ante and ex-post expectations are calculated in...
Persistent link: https://www.econbiz.de/10012862894