نتایج جستجو برای: critical phenomena

تعداد نتایج: 590689  

Journal: :Physica D: Nonlinear Phenomena 2021

Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when revert, based on 30 years of daily futures prices equity indices, interest rates, currencies and commodities. We find that tend revert once they reach a critical level statistical significance. Based polynomial regression, carefully t...

Journal: :Progress of Theoretical Physics 1980

Journal: :Rocky Mountain Journal of Mathematics 1974

Journal: :Journal of Physics A: Mathematical and Theoretical 2007

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