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统计套利经典实操教材 Statistical arbitrage.. Algorithmic trading insights and te
0 个回复 - 2830 次查看 Pole A. Statistical arbitrage.. Algorithmic trading insights and techniques (Wiley, 2007) CHAPTER 1 Monte Carlo or Bust 1 Beginning 1 Whither? And Allusions 4 CHAPTER 2 Statistical Arbitrage 9 ...2017-11-15 22:54 - xiaorenwuhyl - 现金交易版
Fractal Market Analysis: Applying Chaos Theory to Investment and Economics
5 个回复 - 4566 次查看 Business Week hailed it as the "bible of market chaologists". Financial Analysts Journal ranked it "among the most provocative financial books of the past few years". With the publication of C ...2010-6-28 16:31 - emtropy - 经济金融数学专区
Harmonic Analysis and Fractal Analysis over Local Fields and Applications
5 个回复 - 808 次查看 World Scientific Publishing | ©2018 I ISBN 978-981-3200-49-4 | 328 pages | PDF true | 11 M **** 本内容被作者隐藏 ****2017-10-29 22:57 - igs816 - 经管书评
Fractality and Multifractality Analysis of News Sentiments Time Series
5 个回复 - 816 次查看 【作者(必填)】 Sidorov, Sergei; Faizliev, Alexey; Balash, Vladimir[/backcolor] 【文题(必填)】Fractality and Multifractality Analysis of News Sentiments Time Series 【年份(必填)】2018 【全文链接 ...2019-8-20 18:00 - 三世相思2013 - 求助成功区
Price–volume multifractal analysis and its application in Chinese stock markets
3 个回复 - 988 次查看 【作者(必填)】 Y yuan 【文题(必填)】 Price–volume multifractal analysis and its application in Chinese stock markets【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://www.sciencedirect.com ...2014-3-29 21:30 - qijiongli - 求助成功区
【独家发布】【2017新书】Fractals in Probability and Analysis
19 个回复 - 1646 次查看 如果喜欢该文档,欢迎[/backcolor]点击头像下方的“+加关注”并订阅【2017新书】文库,http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3238 Fractals in Probability and Analysis**** 本内容 ...2017-6-29 13:11 - 牛尾巴 - winbugs及其他软件专版
Fractal Analysis: Applications in Health Sciences and Social Sciences
17 个回复 - 637 次查看 ITOe | 2017 | ISBN: 9535132148 9789535132141 | 218 Pages | PDF | 35 MB The applications to different areas of knowledge have been surprising. Benoit Mandelbrot, creator of fractal geometry, would ...2017-7-31 14:30 - igs816 - 经管书评
Fractal Market Analysis 分形市场分析 混沌理论在投资与经济的应用
2 个回复 - 2414 次查看 Fractal Market Analysis分形市场分析 Applying Chaos Theory to Investment and Economics 混沌理论在投资与经济的应用 Edgar E. Peters--Wiley (1994) A leading pioneer in the field off ...2015-1-18 11:15 - jamessun1996 - 经济金融数学专区
Fractals in Probability and Analysis
15 个回复 - 949 次查看 Cambridge | English | 2017 | ISBN-10: 1107134110 | 412 pages | PDF | 6.51 mb by Christopher J. Bishop (Author), Yuval Peres (Author) This is a mathematically rigorous introduction to fractals whic ...2017-6-27 13:21 - igs816 - 经管书评
Fractal Market Analysis: Applying Chaos Theory to Investment and Economics
9 个回复 - 3546 次查看 Fractal Market Analysis: Applying Chaos Theory to Investment and Economics2013-11-30 10:18 - tigerwolf - 投资人(实务版)
Analysis and Probability Wavelets, Signals, Fractals springer 新书首发
3 个回复 - 2601 次查看 ReviewFrom the reviews: "I find that the best texts … are those drawn from lectures delivered to varied audiences over time. This is such a book … . it also goes further than many to clear a pa ...2015-8-10 03:44 - david_nanj - 金融学(理论版)
【好书推荐】Fractal-Based Methods in Analysis
105 个回复 - 13166 次查看 楼主小语:延续上一帖的主题,这次继续为大家带来一本分形几何的书籍。 [hr] 图书名称:[/backcolor]Fractal-Based Methods in Analysis 作者:[/backcolor]Herb Kunze, Davide La Torre, Franklin Mendivil, Edw ...2014-7-18 23:27 - 离歌レ笑 - 量化投资
sciencedirect:Multifractal detrended cross-correlation analysis of the oil-depen
1 个回复 - 1152 次查看 【作者(必填)】 yang c x 【文题(必填)】 Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock market ...2014-7-8 23:56 - qijiongli - 求助成功区
Hilbert–Huang Transform based multifractal analysis of China stock market
1 个回复 - 595 次查看 【作者(必填)】 Muyi Lia, , Yongxiang Huangb, , , 【文题(必填)】 Hilbert–Huang Transform based multifractal analysis of China stock market【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://w ...2014-5-5 18:59 - qijiongli - 求助成功区
Multifractal analysis of SSEC in Chinese stock market: A different empirical res
1 个回复 - 636 次查看 【作者(必填)】 wei y 【文题(必填)】 Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index【年份(必填)】 2005 【全文链接或数据库名称(选填)】http: ...2014-3-30 19:57 - qijiongli - 求助成功区
Multifractal analysis of stock exchange crashes
1 个回复 - 616 次查看 【作者(必填)】 soikois 【文题(必填)】 Multifractal analysis of stock exchange crashes 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S03784371 ...2014-3-29 22:56 - qijiongli - 求助成功区
Multifractal detrended fluctuation analysis of sheep livestock prices in origin
1 个回复 - 627 次查看 【作者(必填)】 P. Pavón-Domínguez, S. Serrano, F.J. Jiménez-Hornero, J.E. Jiménez-Hornero, E. Gutiérrez de Ravé, A.B. Ariza-Villaverde 【文题(必填)】 Multifractal detrended fluctuation analys ...2014-3-29 22:40 - qijiongli - 求助成功区
Efficiency and multifractality analysis of CSI 300 based on multifractal detrend
1 个回复 - 596 次查看 【作者(必填)】 wj zhou 【文题(必填)】 Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm【年份(必填)】 2013 【全文链接或数据库名称(选填) ...2014-3-29 22:21 - qijiongli - 求助成功区
Multifractality of sectoral price indices: Hurst signature analysis of Cantillon
1 个回复 - 619 次查看 【作者(必填)】 muligan 【文题(必填)】 Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets 【年份(必填)】 2014 【全文链接或数 ...2014-3-29 22:07 - qijiongli - 求助成功区
Hilbert–Huang Transform based multifractal analysis of China stock market
1 个回复 - 804 次查看 【作者(必填)】 my li 【文题(必填)】 Hilbert–Huang Transform based multifractal analysis of China stock market【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2014-3-29 21:19 - qijiongli - 求助成功区
Multifractal detrended cross-correlation analysis between the Chinese stock mark
1 个回复 - 579 次查看 【作者(必填)】 Feng Ma, Yu Wei, Dengshi Huang 【文题(必填)】 Multifractal detrended cross-correlation analysis between the Chinesestock market and surrounding stock markets 【年份(必填)】 2013 ...2014-3-29 21:14 - qijiongli - 求助成功区
Multifractal cross-correlation spectra analysis on Chinese stock markets
1 个回复 - 589 次查看 【作者(必填)】 zhao xiaojun 【文题(必填)】 Multifractal cross-correlation spectra analysis on Chinese stock markets【年份(必填)】 2014 【全文链接或数据库名称(选填)】 http://www.sciencedirect.co ...2014-3-29 21:00 - qijiongli - 求助成功区
Multifractal detrended fluctuation analysis of the Chinese stock index futures m
1 个回复 - 824 次查看 【作者(必填)】 xs lu 【文题(必填)】 Multifractal detrended fluctuation analysis of the Chinese stock index futures market【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect ...2014-3-29 21:37 - qijiongli - 求助成功区
A multifractal detrended fluctuation analysis (MDFA) of the Chinese growth enter
1 个回复 - 1037 次查看 【作者(必填)】 h wang 【文题(必填)】 A multifractal detrended fluctuation analysis (MDFA) of the Chinesegrowth enterprise market (GEM) 【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://w ...2014-3-29 21:40 - qijiongli - 求助成功区
Multifractal detrended cross-correlation analysis of carbon and crude oil market
1 个回复 - 685 次查看 【作者(必填)】 Xiaoyang Zhuang, , Yu Wei, , Bangzheng Zhang 【文题(必填)】 Multifractal detrended cross-correlation analysis of carbon and crude oil markets【年份(必填)】 2014 【全文链接或数据 ...2014-1-13 16:46 - qijiongli - 求助成功区
Multifractal detrended cross-correlation analysis in the MENA area
1 个回复 - 756 次查看 【作者(必填)】 Marwane El Alaoui, , Saad Benbachir 【文题(必填)】 Multifractal detrended cross-correlation analysis in the MENA area【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sc ...2013-9-29 17:18 - qijiongli - 求助成功区
FRACTAL MARKET ANALYSIS ——Applying Chaos Theory to Investment and Economics
4 个回复 - 2667 次查看 分形市场分析——将混沌理论应用到投资于经济理论 英文版。。。2012-2-18 11:15 - lxxwgdxg - 金融学(理论版)
Fractal Market Analysis——Applying Chaos Theory to Investment and Economics
4 个回复 - 1608 次查看 【题 名】: [/backcolor]Fractal Market Analysis——Applying Chaos Theory to Investment and Economics 【作 者】: Edgar E. Peters [/backcolor] 【期刊、会议、单位 ...2012-2-17 20:20 - leihengzhishang - 求助成功区
请教关于(fractal market analysis)
4 个回复 - 2460 次查看 <P>请问有谁可以解答 如何用<STRONG>fractal dimension time series data </STRONG>来预测股票价格的走势呢? 无限感激! </P> <P>We have been thinking about writing an Excel formula (or ...2007-6-10 21:23 - cole_only - 经济金融数学专区
文献求助+Fractal market analysis
2 个回复 - 1507 次查看 求一本书的电子版 Fractal market analysis: applying chaos theory to investment and economics 作者:Edgar E. Peters 第一次发悬赏贴,不知道5个币什么概念,麻烦有相关资源的朋友帮个忙,也可以发送 ...2010-12-1 13:08 - robinsonyr - 文献求助专区
分型市场研究Fractal Market Analysis(长期相关性 Hurst指数)
2 个回复 - 3729 次查看 最近在研究市场的分形理论,虽然论坛上是有关于这本书的帖子,但是我发现已经无法下载了。 我找了好多地方,才找到这本书。英文扫描版PDF。虽然有几页扫描歪了,但是还是值得一看。原始版本页面是竖着的,我OCR识别 ...2010-5-9 09:09 - cy_xiaoxiao - 金融学(理论版)
请教关于(fractal market analysis)
0 个回复 - 1720 次查看 请问有谁可以解答 如何用fractal dimension time series data 来预测股票价格的走势呢? 无限感激! We have been thinking about writing an Excel formula (or function) that calculates Fractal Dimensions - ...2007-6-10 21:19 - cole_only - 计量经济学与统计软件