Корично изображение Електронна книга

Mathematical techniques in financial market trading /

The present book contains much more materials than the author's previous book "The Science of Financial Market Trading". Spectrum analysis is again emphasized for the characterization of technical indicators employed by traders and investors. New indicators are created. Mathematical a...

Пълно описание

Основен автор: Mak, Don K.
Формат: Електронна книга
Език: English
Публикувано: Hackensack, N.J. : World Scientific, ℗♭2006.
Предмети:
Investments > Mathematics.
Finance > Mathematical models.
Speculation > Mathematical models.
Investissements > Mathematiques.
Finances > Mode€les mathematiques.
Speculation > Mode€les mathematiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210793
Подобни документи: Print version:: Mathematical techniques in financial market trading.
Съдържание:
  • Cover
  • Contents
  • Preface
  • 1. Introduction
  • 2. Scientific Review of the Financial Market
  • 2.1 Econophysics
  • 2.1.1 Log-Normal Distribution of Stock Market Data
  • 2.1.2 Levy Distribution
  • 2.1.3 Tsallis Entropy
  • 2.2 Non-Randomness of the Market
  • 2.2.1 Random Walk Hypothesis and Efficient Market Hypothesis
  • 2.2.2 Variance-Ratio Test
  • 2.2.3 Long-Range Dependence?
  • 2.2.4 Varying Non-Randomness
  • 2.3 Financial Market Crash
  • 2.3.1 Log-Periodicity Phenomenological Model
  • 2.3.2 Omori Law
  • 3. Causal Low Pass Filters
  • 3.1 Ideal Causal Trending Indicator
  • 3.2 Exponential Moving Average
  • 3.3 Butterworth Filters
  • 3.4 Sinc Function n = 213;
  • 3.5 Sinc Function n = 413;
  • 3.6 Adaptive Exponential Moving Average
  • 4. Reduced Lag Filters
  • 4.1 "Zero-lag" EMA (ZEMA)
  • 4.2 Modified EMA (MEMA)
  • 4.2.1 Modified EMA (MEMA) with a Skip 1 Cubic Velocity
  • 4.2.2 Modified EMA (MEMA) with a Skip 2 Cubic Velocity.

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