Natural time analysis in financial markets
نویسندگان
چکیده
In this paper we introduce natural time analysis in financial markets. Due to the remarkable results of this analysis on earthquake prediction and the similarities of earthquake data to financial time series, its application in price prediction and algorithmic trading seems to be a natural choice. This is tested through a trading strategy with very encouraging results.
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ورودعنوان ژورنال:
- Algorithmic Finance
دوره 5 شماره
صفحات -
تاریخ انتشار 2016