Time is money
Abstract. Specialized topics on financial data analysis from a numerical and physical point of view are discussed when pertaining to the analysis of coherent and random sequences in financial fluctuations within (i) the extended detrended fluctuation analysis method, (ii) multi-affine analysis technique, (iii) mobile average intersection rules and distributions, (iv) sandpile avalanches models for crash prediction, (v) the (m, k)-Zipf method and (vi) the i-variability diagram technique for sorting out short range correlations. The most baffling result that needs further thought from mathematicians and physicists is recalled: the crossing of two mobile averages is an original method for measuring the ”signal” roughness exponent, but why it is so is not understood up to now.
|Date of creation:||2000|
|Date of revision:|
|Publication status:||Published in in "Noise, Oscillators and Algebraic Randomness. From Noise in Communication Systems to Number Theory", M. Planat, Ed., Lect. Notes Phys..50(2000): pp. 156-171|
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