Time is Money
Time is Money
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时间就是金钱
DOI：
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发表时间：
2000
期刊：
影响因子：
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通讯作者：
K. Ivanova
中科院分区：
文献类型：
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作者：
M. Ausloos;N. Vandewalle;K. Ivanova
抽象的。从数值和物理角度讨论金融数据分析的专业主题，涉及金融波动中的相干序列和随机序列的分析，包括（i）扩展的去趋势波动分析方法，（ii）多仿射分析技术，（iii）移动平均交叉规则和分布，（iv）用于崩溃预测的沙堆雪崩模型，（v）（m，k）-Zipf方法和（vi）用于整理短程相关性的i变异图技术。需要数学家和物理学家进一步思考的最令人困惑的结果是：两个移动平均值的交叉是测量“信号”粗糙度指数的原始方法，但到目前为止还不清楚为什么会这样。
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.