Low Order Modeling of Seemingly Random Systems with Application to Stock Market Securities
Even simple observation of stock price graphs can reveal dominant patterns. In our work, we will refer to such re-occurring, dominant patterns as “coherent structures”, a term borrowed from the theory of turbulence in fluid dynamics. Stock price performance exhibits coherent structures, which by def...
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| Format: | Others |
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2013
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| Online Access: | http://hdl.handle.net/1969.1/148443 |